-55.5%
MSTZ vs UDR
+11.3%
-66.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.8% | +7.6% |
| 7D | +21.1% | +2.0% | +19.1% | +21.4% |
| 30D | +40.1% | +7.9% | +32.2% | +41.2% |
| 3M | -66.1% | -1.5% | -64.6% | -65.4% |
| 6M | -20.7% | +0.9% | -21.6% | -17.9% |
| YTD | -78.6% | +4.0% | -82.6% | -78.2% |
| 1Y | -55.5% | +10.4% | -65.9% | -58.5% |
| All | -55.5% | +11.3% | -66.8% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling