-86.8%
MSTU vs UDR
-15.5%
-71.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.1% |
| 7D | +16.1% | -2.1% | +18.2% | +17.8% |
| 30D | +68.7% | -5.6% | +74.3% | +75.3% |
| 3M | -11.0% | -5.8% | -5.2% | -8.6% |
| 6M | -33.4% | -1.1% | -32.3% | -35.5% |
| YTD | -59.5% | +1.6% | -61.1% | -61.7% |
| 1Y | -93.4% | -2.7% | -90.7% | -93.4% |
| All | -86.8% | -15.5% | -71.3% | -86.2% |
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 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