+298.3%
UNP vs MOS
+8.6%
+289.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -4.6% | +21.6% | -26.1% | -9.0% |
| 30D | +5.6% | +12.0% | -6.3% | +2.5% |
| 3M | -1.3% | -3.9% | +2.6% | -1.2% |
| 6M | +9.2% | -3.3% | +12.6% | +8.4% |
| YTD | +27.3% | -4.6% | +32.0% | +25.2% |
| 1Y | +35.9% | -7.0% | +42.9% | +34.1% |
| 3Y | +45.5% | -24.4% | +69.9% | +46.2% |
| 5Y | +36.0% | -32.1% | +68.1% | +32.1% |
| All | +298.3% | +8.6% | +289.6% | +186.4% |
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