-99.2%
MSTZ vs UDR
-13.5%
-85.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.8% | +7.5% |
| 7D | +21.1% | +2.0% | +19.1% | +23.3% |
| 30D | +40.1% | +7.9% | +32.2% | +48.8% |
| 3M | -66.1% | -1.5% | -64.6% | -66.1% |
| 6M | -20.7% | +0.9% | -21.6% | -19.6% |
| YTD | -78.6% | +4.0% | -82.6% | -77.0% |
| 1Y | -55.5% | +10.4% | -65.9% | -49.5% |
| All | -99.2% | -13.5% | -85.8% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling