+554.5%
MSTR vs UDR
+54.2%
+500.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.8% |
| 7D | -4.0% | +2.2% | -6.2% | -5.0% |
| 30D | -18.6% | +8.0% | -26.7% | -21.9% |
| 3M | +25.6% | -3.3% | +28.8% | +27.6% |
| 6M | -33.1% | +1.0% | -34.1% | -34.2% |
| YTD | -17.3% | +4.2% | -21.5% | -20.3% |
| 1Y | -48.1% | +10.8% | -58.9% | -51.8% |
| 3Y | +154.2% | +30.1% | +124.0% | +117.4% |
| 5Y | +46.2% | -18.9% | +65.1% | +57.7% |
| 10Y | +554.5% | +53.4% | +501.1% | +523.3% |
| All | +554.5% | +54.2% | +500.4% | +523.3% |
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 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