+5,285.6%
MS vs UNP
+5,895.6%
-609.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.5% | -3.5% |
| 7D | -3.4% | -1.3% | -2.1% | -2.4% |
| 30D | -3.9% | +7.7% | -11.6% | -8.9% |
| 3M | -15.9% | +1.3% | -17.2% | -17.0% |
| 6M | -2.5% | +14.0% | -16.4% | -12.5% |
| YTD | +5.1% | +30.8% | -25.7% | -15.4% |
| 1Y | +13.0% | +40.0% | -27.0% | -13.5% |
| 3Y | +160.7% | +50.1% | +110.6% | +87.5% |
| 5Y | +114.0% | +39.6% | +74.4% | +58.0% |
| 10Y | +637.5% | +318.1% | +319.3% | +143.2% |
| All | +5,285.6% | +5,895.6% | -609.9% | +365.1% |
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