+61.7%
MTSI vs UDR
+14.9%
+46.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | +1.3% |
| 7D | -10.7% | +7.2% | -17.9% | -6.5% |
| 30D | -29.0% | +10.5% | -39.4% | -24.4% |
| 3M | -14.7% | -2.3% | -12.4% | -14.1% |
| 6M | -20.1% | +4.0% | -24.1% | -19.0% |
| YTD | +36.1% | +5.6% | +30.5% | +39.9% |
| 1Y | +61.7% | +13.0% | +48.7% | +74.3% |
| All | +61.7% | +14.9% | +46.8% | +74.3% |
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