+122.9%
MS vs UNP
+39.6%
+83.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +5.1% | +4.2% | +0.8% | +2.9% |
| 30D | +5.7% | +5.6% | +0.1% | +2.8% |
| 3M | -12.2% | +2.0% | -14.2% | -13.2% |
| 6M | -0.5% | +15.4% | -15.9% | -8.9% |
| YTD | +9.8% | +32.7% | -22.9% | -8.0% |
| 1Y | +17.7% | +39.4% | -21.7% | -4.4% |
| 3Y | +176.8% | +54.3% | +122.5% | +110.1% |
| All | +122.9% | +39.6% | +83.3% | +70.6% |
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