+9,321.7%
UNP vs MAS
+1,430.5%
+7,891.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -5.3% | -0.8% | -4.6% | -5.1% |
| 30D | -1.5% | -5.6% | +4.0% | +0.2% |
| 3M | +10.3% | +4.4% | +5.8% | +8.0% |
| 6M | +9.7% | +7.2% | +2.5% | +5.9% |
| YTD | +27.1% | +16.1% | +11.0% | +19.4% |
| 1Y | +32.6% | +0.1% | +32.5% | +30.3% |
| 3Y | +40.0% | +28.3% | +11.7% | +25.3% |
| 5Y | +50.8% | +30.5% | +20.4% | +31.8% |
| 10Y | +278.6% | +139.1% | +139.5% | +169.1% |
| All | +9,321.7% | +1,430.5% | +7,891.3% | +3,284.4% |
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 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