+885.0%
MSFT vs UDR
+44.7%
+840.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -1.0% | -3.3% | +2.2% | +0.1% |
| 30D | -2.7% | -5.6% | +3.0% | -0.7% |
| 3M | +22.1% | -9.4% | +31.5% | +26.1% |
| 6M | +20.6% | -3.0% | +23.5% | +21.0% |
| YTD | +2.3% | -0.4% | +2.7% | +1.4% |
| 1Y | -0.5% | -5.1% | +4.6% | +0.2% |
| 3Y | +50.5% | +4.2% | +46.3% | +43.6% |
| 5Y | +72.3% | -19.5% | +91.9% | +80.5% |
| 10Y | +885.0% | +47.9% | +837.1% | +755.7% |
| All | +885.0% | +44.7% | +840.4% | +755.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling