-58.6%
MSTR vs UDR
-2.7%
-55.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | +9.3% | -2.1% | +11.4% | +9.3% |
| 30D | +36.5% | -5.6% | +42.1% | +36.5% |
| 3M | +7.3% | -5.8% | +13.1% | +7.4% |
| 6M | +2.2% | -1.1% | +3.4% | +0.1% |
| YTD | -10.2% | +1.6% | -11.8% | -11.2% |
| 1Y | -58.6% | -2.7% | -56.0% | -59.2% |
| All | -58.6% | -2.7% | -55.9% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling