+1,252.0%
MSTR vs UDR
+1,065.3%
+186.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -2.0% | +14.2% | +13.1% |
| 30D | +45.2% | -5.2% | +50.4% | +48.3% |
| 3M | +10.4% | -5.8% | +16.2% | +12.5% |
| 6M | -2.5% | -1.7% | -0.8% | -2.6% |
| YTD | -6.0% | +2.4% | -8.4% | -7.8% |
| 1Y | -56.4% | -2.1% | -54.3% | -56.6% |
| 3Y | +306.3% | +4.2% | +302.1% | +295.0% |
| 5Y | +100.5% | -20.0% | +120.5% | +121.5% |
| 10Y | +741.1% | +44.6% | +696.4% | +605.6% |
| All | +1,252.0% | +1,065.3% | +186.6% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling