-87.5%
MSTU vs UDR
-17.2%
-70.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.5% | -4.1% |
| 7D | +12.9% | -3.3% | +16.2% | +15.5% |
| 30D | +68.3% | -5.6% | +74.0% | +74.9% |
| 3M | +0.4% | -9.4% | +9.8% | +6.7% |
| 6M | -41.5% | -3.0% | -38.6% | -42.6% |
| YTD | -61.7% | -0.4% | -61.3% | -63.3% |
| 1Y | -93.7% | -5.1% | -88.5% | -93.6% |
| All | -87.5% | -17.2% | -70.4% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling