+42.6%
UNP vs MSFU
-2.2%
+44.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.5% | -11.8% | +2.5% |
| 7D | +3.6% | +8.2% | -4.6% | +4.2% |
| 30D | +11.4% | +10.2% | +1.2% | +12.2% |
| 3M | +4.6% | +22.9% | -18.3% | +6.2% |
| 6M | +18.3% | +63.2% | -44.9% | +23.3% |
| YTD | +35.4% | +11.7% | +23.7% | +35.9% |
| 1Y | +42.6% | -3.5% | +46.1% | +44.5% |
| All | +42.6% | -2.2% | +44.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling