+284.1%
UNP vs MOS
+3.2%
+280.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.9% | +24.8% | -25.7% | -6.1% |
| 30D | +8.0% | +22.7% | -14.7% | +2.7% |
| 3M | +3.3% | -1.2% | +4.6% | +2.8% |
| 6M | +14.7% | +5.5% | +9.2% | +11.6% |
| YTD | +31.9% | -2.0% | +33.9% | +28.9% |
| 1Y | +37.1% | -7.9% | +45.0% | +35.7% |
| 3Y | +51.9% | -25.0% | +76.8% | +53.2% |
| 5Y | +39.3% | -27.7% | +67.0% | +33.2% |
| 10Y | +284.1% | -1.6% | +285.7% | +185.6% |
| All | +284.1% | +3.2% | +280.9% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling