+142,414.7%
MSFT vs UNP
+10,061.8%
+132,352.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.7% |
| 7D | +2.3% | -0.9% | +3.3% | +2.7% |
| 30D | -0.4% | +8.0% | -8.4% | -3.2% |
| 3M | +5.6% | +3.3% | +2.2% | +4.0% |
| 6M | +29.0% | +14.7% | +14.2% | +21.6% |
| YTD | +10.9% | +31.9% | -21.0% | -1.6% |
| 1Y | +6.2% | +37.1% | -30.9% | -7.3% |
| 3Y | +47.6% | +51.9% | -4.3% | +21.8% |
| 5Y | +67.9% | +39.3% | +28.6% | +41.6% |
| 10Y | +922.9% | +284.1% | +638.8% | +478.9% |
| All | +142,414.7% | +10,061.8% | +132,352.9% | +22,247.7% |
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