+298.3%
UNP vs MAS
+213.7%
+84.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | -4.6% | +2.0% | -6.5% | -5.4% |
| 30D | +5.6% | +19.4% | -13.7% | -2.2% |
| 3M | -1.3% | +9.4% | -10.7% | -5.4% |
| 6M | +9.2% | +15.3% | -6.1% | +1.2% |
| YTD | +27.3% | +31.3% | -4.0% | +10.2% |
| 1Y | +35.9% | +34.9% | +1.1% | +16.0% |
| 3Y | +45.5% | +58.6% | -13.1% | +12.0% |
| 5Y | +36.0% | +40.7% | -4.7% | +7.6% |
| All | +298.3% | +213.7% | +84.6% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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