+571.9%
MSTR vs UNP
+311.3%
+260.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.0% |
| 7D | -1.2% | -4.6% | +3.3% | +1.3% |
| 30D | -15.9% | +5.6% | -21.6% | -18.4% |
| 3M | +33.1% | -1.3% | +34.4% | +33.7% |
| 6M | -31.0% | +9.2% | -40.2% | -35.1% |
| YTD | -15.1% | +27.3% | -42.5% | -27.5% |
| 1Y | -45.6% | +35.9% | -81.6% | -55.4% |
| 3Y | +180.5% | +45.5% | +135.0% | +118.6% |
| 5Y | +61.7% | +36.0% | +25.7% | +30.9% |
| All | +571.9% | +311.3% | +260.7% | +330.9% |
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