+4,456.3%
MSI vs UDR
+2,918.1%
+1,538.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +7.7% | -1.8% | +9.5% | +8.4% |
| 30D | +19.9% | +7.9% | +12.0% | +16.5% |
| 3M | +14.9% | -0.8% | +15.7% | +15.2% |
| 6M | +37.2% | 0.0% | +37.3% | +36.8% |
| YTD | +40.8% | +3.7% | +37.0% | +37.7% |
| 1Y | +38.1% | +8.5% | +29.6% | +32.8% |
| 3Y | +77.7% | +26.6% | +51.1% | +58.7% |
| 5Y | +129.0% | -20.2% | +149.2% | +141.4% |
| 10Y | +671.3% | +54.7% | +616.5% | +514.2% |
| All | +4,456.3% | +2,918.1% | +1,538.2% | +1,363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling