+3,451.3%
UNP vs MKSI
+2,229.0%
+1,222.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.5% |
| 7D | -1.7% | +6.6% | -8.4% | -2.8% |
| 30D | -2.1% | -8.2% | +6.1% | -0.8% |
| 3M | +5.4% | -16.4% | +21.9% | +7.0% |
| 6M | +13.4% | +23.0% | -9.6% | +6.6% |
| YTD | +25.0% | +68.2% | -43.2% | +10.4% |
| 1Y | +34.6% | +148.6% | -114.0% | +9.7% |
| 3Y | +43.6% | +196.0% | -152.3% | +8.0% |
| 5Y | +51.7% | +87.4% | -35.6% | +20.2% |
| 10Y | +282.5% | +523.8% | -241.3% | +135.3% |
| All | +3,451.3% | +2,229.0% | +1,222.4% | +1,799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling