+133,470.8%
MSFT vs UDR
+2,878.3%
+130,592.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -2.7% | -2.0% | -0.7% | -2.1% |
| 30D | +2.7% | -5.2% | +7.9% | +4.3% |
| 3M | +17.0% | -5.8% | +22.7% | +18.7% |
| 6M | +23.8% | -1.7% | +25.5% | +23.8% |
| YTD | +4.0% | +2.4% | +1.6% | +2.5% |
| 1Y | -0.8% | -2.1% | +1.3% | -1.1% |
| 3Y | +55.6% | +4.2% | +51.4% | +50.4% |
| 5Y | +72.9% | -20.0% | +92.9% | +80.0% |
| 10Y | +875.8% | +44.6% | +831.2% | +732.8% |
| All | +133,470.8% | +2,878.3% | +130,592.6% | +57,135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling