+607.1%
MS vs UNP
+301.6%
+305.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.2% |
| 7D | -1.6% | -4.6% | +3.0% | +1.7% |
| 30D | -3.8% | +5.6% | -9.4% | -7.4% |
| 3M | -14.6% | -1.3% | -13.3% | -14.2% |
| 6M | -5.1% | +9.2% | -14.3% | -12.2% |
| YTD | +4.5% | +27.3% | -22.8% | -14.3% |
| 1Y | +13.5% | +35.9% | -22.4% | -11.4% |
| 3Y | +160.4% | +45.5% | +114.9% | +90.4% |
| 5Y | +112.9% | +36.0% | +76.9% | +59.3% |
| All | +607.1% | +301.6% | +305.5% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling