+304.5%
MSTR vs UDR
+6.2%
+298.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -2.0% | +14.2% | +13.4% |
| 30D | +45.2% | -5.2% | +50.4% | +49.5% |
| 3M | +10.4% | -5.8% | +16.2% | +13.3% |
| 6M | -2.5% | -1.7% | -0.8% | -3.2% |
| YTD | -6.0% | +2.4% | -8.4% | -9.5% |
| 1Y | -56.4% | -2.1% | -54.3% | -56.7% |
| All | +304.5% | +6.2% | +298.2% | +279.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling