+9,936.9%
UNP vs MAS
+1,727.7%
+8,209.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -4.0% | -0.1% |
| 7D | +3.6% | +14.2% | -10.6% | -0.8% |
| 30D | +11.4% | +26.8% | -15.5% | +3.0% |
| 3M | +4.6% | +13.1% | -8.5% | +0.2% |
| 6M | +18.3% | +27.9% | -9.6% | +8.1% |
| YTD | +35.4% | +38.7% | -3.3% | +19.9% |
| 1Y | +42.6% | +40.4% | +2.2% | +25.7% |
| 3Y | +55.4% | +66.1% | -10.7% | +28.0% |
| 5Y | +45.6% | +47.4% | -1.8% | +22.2% |
| 10Y | +333.0% | +238.3% | +94.6% | +176.8% |
| All | +9,936.9% | +1,727.7% | +8,209.2% | +3,298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling