+72.2%
MSFU vs UDR
-7.4%
+79.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -3.2% | -2.1% | -1.1% | -2.3% |
| 30D | -3.1% | -5.6% | +2.5% | -0.8% |
| 3M | +35.3% | -5.8% | +41.0% | +38.0% |
| 6M | +31.6% | -1.1% | +32.7% | +30.4% |
| YTD | -9.5% | +1.6% | -11.1% | -12.0% |
| 1Y | -18.4% | -2.7% | -15.8% | -18.9% |
| 3Y | +26.9% | +6.3% | +20.6% | +19.3% |
| All | +72.2% | -7.4% | +79.6% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling