-19.6%
MSFU vs UDR
-1.4%
-18.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -5.7% | -2.0% | -3.7% | -6.1% |
| 30D | +4.2% | -5.2% | +9.4% | +2.8% |
| 3M | +27.9% | -5.8% | +33.7% | +25.8% |
| 6M | +37.1% | -1.7% | +38.8% | +34.7% |
| YTD | -7.4% | +2.4% | -9.7% | -8.0% |
| 1Y | -19.6% | -2.1% | -17.5% | -20.3% |
| All | -19.6% | -1.4% | -18.2% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling