+894.4%
MSFT vs UNP
+287.8%
+606.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -6.2% | -2.1% | -4.2% | -5.4% |
| 30D | -3.7% | +7.3% | -11.0% | -6.5% |
| 3M | +3.6% | +3.6% | 0.0% | +1.9% |
| 6M | +26.8% | +15.8% | +10.9% | +18.2% |
| YTD | +8.4% | +32.6% | -24.1% | -5.8% |
| 1Y | +3.3% | +37.2% | -33.9% | -11.8% |
| 3Y | +44.3% | +52.6% | -8.3% | +14.0% |
| 5Y | +63.3% | +40.6% | +22.8% | +32.1% |
| 10Y | +894.4% | +288.4% | +605.9% | +432.0% |
| All | +894.4% | +287.8% | +606.6% | +432.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling