+6,288.2%
MS vs UNP
+5,728.0%
+560.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +1.4% | -5.3% | +6.7% | +5.3% |
| 30D | -0.3% | -1.5% | +1.3% | +0.7% |
| 3M | +0.3% | +10.3% | -10.0% | -7.3% |
| 6M | +31.3% | +9.7% | +21.7% | +20.7% |
| YTD | +24.7% | +27.1% | -2.4% | +2.7% |
| 1Y | +47.9% | +32.6% | +15.3% | +17.8% |
| 3Y | +178.3% | +40.0% | +138.4% | +110.9% |
| 5Y | +144.9% | +50.8% | +94.1% | +71.1% |
| 10Y | +804.5% | +278.6% | +525.9% | +219.9% |
| All | +6,288.2% | +5,728.0% | +560.2% | +464.4% |
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