+320.4%
MTSI vs UDR
-19.6%
+340.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | +1.4% | -2.0% | +3.4% | +2.1% |
| 30D | +2.1% | -5.2% | +7.3% | +3.9% |
| 3M | -29.7% | -5.8% | -23.9% | -28.9% |
| 6M | +12.5% | -1.7% | +14.2% | +11.7% |
| YTD | +57.0% | +2.4% | +54.7% | +52.3% |
| 1Y | +103.9% | -2.1% | +106.0% | +101.4% |
| 3Y | +223.6% | +4.2% | +219.4% | +204.2% |
| All | +320.4% | -19.6% | +340.0% | +364.8% |
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