+293.8%
UNP vs MOS
+6.2%
+287.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.9% |
| 7D | -3.3% | +19.7% | -22.9% | -7.4% |
| 30D | +6.7% | +21.5% | -14.8% | +1.6% |
| 3M | +1.8% | -0.4% | +2.2% | +1.1% |
| 6M | +13.3% | +4.5% | +8.8% | +10.5% |
| YTD | +30.3% | -2.9% | +33.2% | +27.6% |
| 1Y | +36.9% | -7.7% | +44.6% | +35.5% |
| 3Y | +50.9% | -25.6% | +76.6% | +52.5% |
| 5Y | +37.9% | -31.2% | +69.1% | +33.6% |
| 10Y | +293.8% | +2.8% | +291.0% | +185.9% |
| All | +293.8% | +6.2% | +287.6% | +185.9% |
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