-99.1%
MSTZ vs UDR
-14.0%
-85.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +5.6% |
| 7D | +30.8% | -0.4% | +31.2% | +30.5% |
| 30D | +41.2% | +7.8% | +33.4% | +49.9% |
| 3M | -60.9% | -2.8% | -58.1% | -61.4% |
| 6M | -15.7% | -1.4% | -14.2% | -16.3% |
| YTD | -75.2% | +3.4% | -78.6% | -73.4% |
| 1Y | -59.8% | +9.9% | -69.7% | -54.5% |
| All | -99.1% | -14.0% | -85.1% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling