+9,321.7%
UNP vs MOS
+155.8%
+9,165.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -5.3% | +9.5% | -14.9% | -7.3% |
| 30D | -1.5% | +10.4% | -12.0% | -3.9% |
| 3M | +10.3% | +12.9% | -2.6% | +6.6% |
| 6M | +9.7% | +1.2% | +8.4% | +7.6% |
| YTD | +27.1% | +9.3% | +17.8% | +22.2% |
| 1Y | +32.6% | -18.0% | +50.6% | +35.2% |
| 3Y | +40.0% | -29.0% | +69.0% | +43.6% |
| 5Y | +50.8% | -9.6% | +60.4% | +40.0% |
| 10Y | +278.6% | +6.1% | +272.6% | +208.2% |
| All | +9,321.7% | +155.8% | +9,165.9% | +5,053.7% |
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