+556.2%
MS vs UNP
+287.8%
+268.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -1.7% | -2.1% | +0.3% | -0.3% |
| 30D | +0.9% | +7.3% | -6.4% | -3.9% |
| 3M | -10.8% | +3.6% | -14.5% | -13.3% |
| 6M | +0.9% | +15.8% | -14.9% | -10.3% |
| YTD | +9.8% | +32.6% | -22.8% | -12.3% |
| 1Y | +17.1% | +37.2% | -20.1% | -9.0% |
| 3Y | +175.7% | +52.6% | +123.1% | +95.3% |
| 5Y | +125.9% | +40.6% | +85.3% | +65.7% |
| 10Y | +556.2% | +288.4% | +267.7% | +142.5% |
| All | +556.2% | +287.8% | +268.4% | +142.5% |
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