-99.1%
MSTZ vs UDR
-17.8%
-81.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +6.1% |
| 7D | +24.8% | -3.4% | +28.2% | +22.0% |
| 30D | -59.2% | -5.4% | -53.8% | -60.8% |
| 3M | -56.9% | -10.0% | -46.9% | -60.0% |
| 6M | -57.6% | -2.5% | -55.0% | -57.6% |
| YTD | -73.6% | -1.1% | -72.5% | -72.8% |
| 1Y | -15.6% | -3.9% | -11.7% | -16.9% |
| All | -99.1% | -17.8% | -81.3% | -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 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