+278.9%
UNP vs MOS
-3.5%
+282.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +4.2% | -2.0% | +6.2% | +4.7% |
| 30D | +5.6% | +15.3% | -9.7% | +1.7% |
| 3M | +2.0% | +1.5% | +0.5% | +0.9% |
| 6M | +15.4% | -2.0% | +17.4% | +14.2% |
| YTD | +32.7% | -6.5% | +39.2% | +31.0% |
| 1Y | +39.4% | -11.1% | +50.5% | +39.0% |
| 3Y | +54.3% | -30.3% | +84.6% | +58.3% |
| 5Y | +39.6% | -33.5% | +73.1% | +36.3% |
| All | +278.9% | -3.5% | +282.4% | +185.3% |
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