+1,089.0%
MSTR vs UDR
+1,085.8%
+3.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.7% |
| 7D | -4.0% | +2.2% | -6.2% | -4.8% |
| 30D | -18.6% | +8.0% | -26.7% | -21.2% |
| 3M | +25.6% | -3.3% | +28.8% | +27.2% |
| 6M | -33.1% | +1.0% | -34.1% | -33.9% |
| YTD | -17.3% | +4.2% | -21.5% | -19.5% |
| 1Y | -48.1% | +10.8% | -58.9% | -50.9% |
| 3Y | +154.2% | +30.1% | +124.0% | +126.2% |
| 5Y | +46.2% | -18.9% | +65.1% | +60.6% |
| 10Y | +554.5% | +53.4% | +501.1% | +437.3% |
| All | +1,089.0% | +1,085.8% | +3.2% | +200.8% |
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