+554.5%
MSTR vs UNP
+321.0%
+233.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.8% |
| 7D | -4.0% | -3.3% | -0.7% | -2.3% |
| 30D | -18.6% | +6.7% | -25.3% | -21.5% |
| 3M | +25.6% | +1.8% | +23.8% | +24.1% |
| 6M | -33.1% | +13.3% | -46.4% | -38.3% |
| YTD | -17.3% | +30.3% | -47.7% | -30.3% |
| 1Y | -48.1% | +36.9% | -85.0% | -57.6% |
| 3Y | +154.2% | +50.9% | +103.3% | +94.2% |
| 5Y | +46.2% | +37.9% | +8.3% | +17.4% |
| 10Y | +554.5% | +293.8% | +260.7% | +314.5% |
| All | +554.5% | +321.0% | +233.5% | +314.5% |
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