+70.7%
MSFU vs UDR
-9.2%
+79.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -2.3% | -3.3% | +0.9% | -1.0% |
| 30D | -6.3% | -5.6% | -0.6% | -4.0% |
| 3M | +40.0% | -9.4% | +49.4% | +45.3% |
| 6M | +30.1% | -3.0% | +33.1% | +29.9% |
| YTD | -10.3% | -0.4% | -9.9% | -12.0% |
| 1Y | -19.0% | -5.1% | -13.9% | -18.6% |
| 3Y | +25.8% | +4.2% | +21.6% | +19.2% |
| All | +70.7% | -9.2% | +79.9% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling