+124.8%
MS vs UNP
+39.3%
+85.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +0.8% | -0.9% | +1.7% | +1.4% |
| 30D | -0.7% | +8.0% | -8.7% | -4.6% |
| 3M | -12.4% | +3.3% | -15.7% | -14.0% |
| 6M | -1.7% | +14.7% | -16.4% | -9.7% |
| YTD | +8.0% | +31.9% | -23.9% | -9.2% |
| 1Y | +16.2% | +37.1% | -20.9% | -4.7% |
| 3Y | +171.3% | +51.9% | +119.4% | +107.8% |
| 5Y | +124.8% | +39.3% | +85.5% | +72.7% |
| All | +124.8% | +39.3% | +85.5% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling