+133,470.7%
MSFT vs UNP
+9,690.0%
+123,780.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | -5.3% | +2.7% | -0.7% |
| 30D | +2.7% | -1.5% | +4.3% | +3.2% |
| 3M | +17.0% | +10.3% | +6.7% | +12.3% |
| 6M | +23.8% | +9.7% | +14.2% | +18.3% |
| YTD | +4.0% | +27.1% | -23.1% | -6.4% |
| 1Y | -0.8% | +32.6% | -33.4% | -12.3% |
| 3Y | +55.6% | +40.0% | +15.6% | +32.5% |
| 5Y | +72.9% | +50.8% | +22.1% | +41.4% |
| 10Y | +875.8% | +278.6% | +597.2% | +455.0% |
| All | +133,470.7% | +9,690.0% | +123,780.7% | +21,169.7% |
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