+663.4%
MSI vs UDR
+54.6%
+608.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +17.6% | +7.8% | +9.8% | +13.9% |
| 3M | +14.5% | -2.8% | +17.3% | +15.7% |
| 6M | +34.3% | -1.4% | +35.7% | +34.5% |
| YTD | +39.7% | +3.4% | +36.3% | +36.4% |
| 1Y | +40.2% | +9.9% | +30.3% | +33.2% |
| 3Y | +77.1% | +28.5% | +48.6% | +53.5% |
| 5Y | +124.0% | -20.5% | +144.5% | +139.5% |
| All | +663.4% | +54.6% | +608.7% | +552.8% |
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