+1,287.7%
UNP vs MSCI
+2,756.4%
-1,468.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -1.5% | +0.6% | -2.1% | -1.8% |
| 3M | +10.3% | -7.1% | +17.3% | +12.3% |
| 6M | +9.7% | +0.8% | +8.8% | +8.2% |
| YTD | +27.1% | +1.0% | +26.1% | +24.5% |
| 1Y | +32.6% | +4.3% | +28.3% | +27.8% |
| 3Y | +40.0% | +9.9% | +30.0% | +29.6% |
| 5Y | +50.8% | -6.8% | +57.6% | +43.2% |
| 10Y | +278.6% | +614.7% | -336.0% | +69.1% |
| All | +1,287.7% | +2,756.4% | -1,468.6% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling