+39.6%
UNP vs MAS
+41.7%
-2.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.2% |
| 7D | -1.3% | +4.6% | -5.9% | -2.8% |
| 30D | +7.7% | +19.9% | -12.2% | +1.1% |
| 3M | +1.3% | +8.9% | -7.6% | -1.9% |
| 6M | +14.0% | +20.2% | -6.2% | +5.7% |
| YTD | +30.8% | +33.9% | -3.1% | +15.7% |
| 1Y | +40.0% | +34.7% | +5.3% | +23.4% |
| 3Y | +50.1% | +60.4% | -10.3% | +22.0% |
| 5Y | +39.6% | +43.5% | -3.8% | +15.8% |
| All | +39.6% | +41.7% | -2.1% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling