+926.7%
MTSI vs UDR
+140.3%
+786.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.2% | +12.0% | +11.3% |
| 7D | -10.0% | +3.0% | -13.0% | -11.2% |
| 30D | -37.2% | +10.3% | -47.4% | -40.0% |
| 3M | -30.1% | -2.9% | -27.1% | -29.7% |
| 6M | -31.9% | +0.3% | -32.2% | -33.2% |
| YTD | +23.2% | +3.8% | +19.4% | +18.2% |
| 1Y | +26.4% | +12.7% | +13.7% | +16.5% |
| 3Y | +186.2% | +27.6% | +158.6% | +144.7% |
| 5Y | +187.0% | -18.6% | +205.7% | +199.7% |
| 10Y | +460.4% | +52.4% | +408.0% | +336.7% |
| All | +926.7% | +140.3% | +786.4% | +549.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling