-3.5%
MSFU vs UDR
+14.9%
-18.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.6% | +9.9% | +13.8% |
| 7D | +8.2% | +7.2% | +0.9% | +9.2% |
| 30D | +10.2% | +10.5% | -0.3% | +11.7% |
| 3M | +22.9% | -2.3% | +25.2% | +21.2% |
| 6M | +63.2% | +4.0% | +59.2% | +60.4% |
| YTD | +11.7% | +5.6% | +6.1% | +9.5% |
| 1Y | -3.5% | +13.0% | -16.5% | -9.3% |
| All | -3.5% | +14.9% | -18.4% | -9.3% |
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