+139,698.9%
MSFT vs UDR
+2,882.6%
+136,816.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | -3.8% | +6.7% | -10.4% | -5.6% |
| 3M | +6.4% | -1.8% | +8.2% | +6.9% |
| 6M | +28.8% | -1.8% | +30.6% | +28.9% |
| YTD | +8.8% | +2.5% | +6.3% | +7.2% |
| 1Y | +3.2% | +7.9% | -4.7% | 0.0% |
| 3Y | +44.8% | +25.1% | +19.7% | +32.6% |
| 5Y | +61.8% | -21.2% | +83.0% | +69.2% |
| 10Y | +897.9% | +52.9% | +845.0% | +739.0% |
| All | +139,698.9% | +2,882.6% | +136,816.3% | +59,744.5% |
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 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