+54.3%
UNP vs MSCI
+34.1%
+20.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +4.2% | +3.0% | +1.2% | +3.8% |
| 30D | +5.6% | +17.8% | -12.2% | +3.4% |
| 3M | +2.0% | +15.2% | -13.2% | +0.1% |
| 6M | +15.4% | +16.5% | -1.1% | +12.8% |
| YTD | +32.7% | +16.4% | +16.4% | +29.0% |
| 1Y | +39.4% | +16.8% | +22.6% | +35.3% |
| 3Y | +54.3% | +35.8% | +18.5% | +42.3% |
| All | +54.3% | +34.1% | +20.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling