+111.0%
MTSI vs UDR
-2.7%
+113.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +1.9% |
| 7D | +4.9% | -2.1% | +6.9% | +3.9% |
| 30D | -11.6% | -5.6% | -6.0% | -13.6% |
| 3M | -24.1% | -5.8% | -18.3% | -26.0% |
| 6M | +32.4% | -1.1% | +33.5% | +28.4% |
| YTD | +60.4% | +1.6% | +58.8% | +58.4% |
| 1Y | +111.0% | -2.7% | +113.6% | +114.6% |
| All | +111.0% | -2.7% | +113.7% | +114.6% |
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