+5,526.8%
MS vs UNP
+5,979.3%
-452.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -1.7% | -2.1% | +0.3% | -0.2% |
| 30D | +0.9% | +7.3% | -6.4% | -4.1% |
| 3M | -10.8% | +3.6% | -14.5% | -13.4% |
| 6M | +0.9% | +15.8% | -14.9% | -10.6% |
| YTD | +9.8% | +32.6% | -22.8% | -12.5% |
| 1Y | +17.1% | +37.2% | -20.1% | -9.1% |
| 3Y | +175.7% | +52.6% | +123.1% | +95.9% |
| 5Y | +125.9% | +40.6% | +85.3% | +66.0% |
| 10Y | +556.2% | +288.4% | +267.7% | +127.7% |
| All | +5,526.8% | +5,979.3% | -452.5% | +381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling