+3,874.2%
MSI vs UDR
+2,878.3%
+995.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | -2.0% | -1.7% | -3.0% |
| 30D | +6.8% | -5.2% | +12.0% | +8.9% |
| 3M | +14.3% | -5.8% | +20.1% | +16.7% |
| 6M | -1.6% | -1.7% | +0.1% | -1.3% |
| YTD | +22.8% | +2.4% | +20.4% | +20.8% |
| 1Y | -1.1% | -2.1% | +1.0% | -1.1% |
| 3Y | +70.5% | +4.2% | +66.3% | +63.9% |
| 5Y | +102.8% | -20.0% | +122.8% | +113.6% |
| 10Y | +597.4% | +44.6% | +552.8% | +468.9% |
| All | +3,874.2% | +2,878.3% | +995.9% | +1,183.7% |
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