+32.6%
UNP vs MKSI
+162.5%
-130.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.1% |
| 7D | -5.3% | +1.8% | -7.1% | -5.4% |
| 30D | -1.5% | -16.8% | +15.2% | -1.3% |
| 3M | +10.3% | -21.1% | +31.4% | +10.1% |
| 6M | +9.7% | +10.8% | -1.2% | +7.2% |
| YTD | +27.1% | +63.3% | -36.2% | +22.6% |
| 1Y | +32.6% | +157.0% | -124.4% | +29.8% |
| All | +32.6% | +162.5% | -130.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling