+120.4%
MSTR vs UNP
+51.0%
+69.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +12.2% | -5.3% | +17.5% | +16.0% |
| 30D | +45.2% | -1.5% | +46.7% | +46.8% |
| 3M | +10.4% | +10.3% | +0.1% | +2.7% |
| 6M | -2.5% | +9.7% | -12.2% | -9.7% |
| YTD | -6.0% | +27.1% | -33.1% | -22.4% |
| 1Y | -56.4% | +32.6% | -89.0% | -65.4% |
| 3Y | +306.3% | +40.0% | +266.3% | +197.9% |
| All | +120.4% | +51.0% | +69.4% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling