+1,290.3%
UNP vs MSCI
+3,095.4%
-1,805.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.9% |
| 7D | -4.6% | +2.8% | -7.4% | -5.4% |
| 30D | +5.6% | +15.4% | -9.8% | +0.6% |
| 3M | -1.3% | +13.4% | -14.7% | -5.6% |
| 6M | +9.2% | +10.9% | -1.7% | +4.5% |
| YTD | +27.3% | +13.0% | +14.4% | +19.9% |
| 1Y | +35.9% | +12.0% | +23.9% | +28.3% |
| 3Y | +45.5% | +34.1% | +11.4% | +25.8% |
| 5Y | +36.0% | +3.9% | +32.1% | +24.6% |
| 10Y | +307.2% | +802.0% | -494.8% | +68.1% |
| All | +1,290.3% | +3,095.4% | -1,805.0% | +253.1% |
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