+71.4%
MSFT vs UDR
-18.0%
+89.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | -1.4% | -2.1% | +0.7% | -0.7% |
| 30D | -1.0% | -5.6% | +4.6% | +0.8% |
| 3M | +20.2% | -5.8% | +26.0% | +22.2% |
| 6M | +21.3% | -1.1% | +22.4% | +20.7% |
| YTD | +2.8% | +1.6% | +1.2% | +1.0% |
| 1Y | 0.0% | -2.7% | +2.6% | -0.3% |
| 3Y | +51.2% | +6.3% | +44.9% | +42.6% |
| 5Y | +71.4% | -19.3% | +90.8% | +85.5% |
| All | +71.4% | -18.0% | +89.4% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling