+885.0%
MSFT vs UNP
+271.6%
+613.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -1.0% | -1.7% | +0.7% | -0.4% |
| 30D | -2.7% | -2.1% | -0.6% | -1.9% |
| 3M | +22.1% | +5.4% | +16.7% | +18.9% |
| 6M | +20.6% | +13.4% | +7.2% | +13.0% |
| YTD | +2.3% | +25.0% | -22.7% | -8.6% |
| 1Y | -0.5% | +34.6% | -35.1% | -14.4% |
| 3Y | +50.5% | +43.6% | +6.9% | +22.4% |
| 5Y | +72.3% | +51.7% | +20.6% | +33.7% |
| 10Y | +885.0% | +282.5% | +602.5% | +432.0% |
| All | +885.0% | +271.6% | +613.4% | +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