+1,252.0%
MSTR vs UNP
+4,169.0%
-2,917.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +12.2% | -5.3% | +17.5% | +14.9% |
| 30D | +45.2% | -1.5% | +46.7% | +46.3% |
| 3M | +10.4% | +10.3% | +0.1% | +5.1% |
| 6M | -2.5% | +9.7% | -12.2% | -7.4% |
| YTD | -6.0% | +27.1% | -33.1% | -16.9% |
| 1Y | -56.4% | +32.6% | -89.0% | -62.3% |
| 3Y | +306.3% | +40.0% | +266.3% | +241.6% |
| 5Y | +100.5% | +50.8% | +49.6% | +64.8% |
| 10Y | +741.1% | +278.6% | +462.5% | +360.1% |
| All | +1,252.0% | +4,169.0% | -2,917.0% | +178.1% |
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