+54.0%
UNP vs MKSI
+84.1%
-30.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -1.8% | +2.7% | -4.5% | -2.2% |
| 30D | -2.7% | -12.8% | +10.1% | -1.1% |
| 3M | +6.5% | -22.5% | +29.0% | +8.8% |
| 6M | +14.4% | +19.4% | -5.0% | +8.8% |
| YTD | +24.8% | +67.7% | -42.9% | +12.1% |
| 1Y | +34.4% | +131.4% | -97.0% | +13.6% |
| 3Y | +43.6% | +197.3% | -153.7% | +9.6% |
| All | +54.0% | +84.1% | -30.1% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling