+1,208.8%
MTSI vs UDR
+137.0%
+1,071.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | +1.4% | -2.0% | +3.4% | +2.3% |
| 30D | +2.1% | -5.2% | +7.3% | +4.3% |
| 3M | -29.7% | -5.8% | -23.9% | -28.6% |
| 6M | +12.5% | -1.7% | +14.2% | +12.0% |
| YTD | +57.0% | +2.4% | +54.7% | +52.6% |
| 1Y | +103.9% | -2.1% | +106.0% | +101.4% |
| 3Y | +223.6% | +4.2% | +219.4% | +205.8% |
| 5Y | +321.6% | -20.0% | +341.5% | +345.2% |
| 10Y | +517.7% | +44.6% | +473.1% | +393.1% |
| All | +1,208.8% | +137.0% | +1,071.8% | +738.2% |
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