+677.4%
MSTR vs UDR
+44.7%
+632.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.8% |
| 7D | +7.7% | -3.3% | +11.0% | +9.6% |
| 30D | +36.3% | -5.6% | +42.0% | +40.4% |
| 3M | +13.4% | -9.4% | +22.8% | +18.8% |
| 6M | -4.5% | -3.0% | -1.5% | -4.1% |
| YTD | -12.7% | -0.4% | -12.3% | -13.7% |
| 1Y | -59.6% | -5.1% | -54.5% | -59.2% |
| 3Y | +272.5% | +4.2% | +268.2% | +256.7% |
| 5Y | +107.1% | -19.5% | +126.7% | +126.4% |
| 10Y | +677.4% | +47.9% | +629.5% | +633.6% |
| All | +677.4% | +44.7% | +632.7% | +633.6% |
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