+578.8%
MS vs UNP
+321.0%
+257.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +1.5% |
| 7D | +0.7% | -3.3% | +4.0% | +3.1% |
| 30D | -0.9% | +6.7% | -7.6% | -5.3% |
| 3M | -13.0% | +1.8% | -14.8% | -14.4% |
| 6M | -2.0% | +13.3% | -15.3% | -11.6% |
| YTD | +7.8% | +30.3% | -22.6% | -12.9% |
| 1Y | +17.9% | +36.9% | -19.1% | -8.3% |
| 3Y | +174.8% | +50.9% | +123.9% | +96.0% |
| 5Y | +119.9% | +37.9% | +81.9% | +63.4% |
| 10Y | +578.8% | +293.8% | +285.1% | +145.3% |
| All | +578.8% | +321.0% | +257.9% | +145.3% |
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