+495.5%
MSTR vs UDR
+53.3%
+442.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.9% |
| 7D | -11.5% | -2.4% | -9.1% | -10.4% |
| 30D | -24.8% | +6.7% | -31.5% | -27.4% |
| 3M | +20.6% | -1.8% | +22.4% | +21.6% |
| 6M | -38.0% | -1.8% | -36.2% | -38.1% |
| YTD | -24.7% | +2.5% | -27.2% | -26.7% |
| 1Y | -49.1% | +7.9% | -57.0% | -52.0% |
| 3Y | +124.7% | +25.1% | +99.6% | +96.1% |
| 5Y | +40.9% | -21.2% | +62.1% | +54.0% |
| All | +495.5% | +53.3% | +442.2% | +463.5% |
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