+9,592.7%
UNP vs MOS
+122.8%
+9,469.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.3% | -6.7% | -4.1% |
| 7D | -1.3% | +22.5% | -23.8% | -5.9% |
| 30D | +7.7% | +6.6% | +1.1% | +5.6% |
| 3M | +1.3% | -3.8% | +5.1% | +1.3% |
| 6M | +14.0% | -2.2% | +16.2% | +12.8% |
| YTD | +30.8% | -4.8% | +35.5% | +28.8% |
| 1Y | +40.0% | -11.7% | +51.7% | +39.9% |
| 3Y | +50.1% | -26.5% | +76.6% | +52.0% |
| 5Y | +39.6% | -32.2% | +71.8% | +38.0% |
| 10Y | +318.1% | +10.2% | +308.0% | +236.3% |
| All | +9,592.7% | +122.8% | +9,469.8% | +5,330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling