+42.3%
UNP vs MSFU
+103.9%
-61.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +2.1% |
| 7D | -3.3% | +14.6% | -17.8% | -3.9% |
| 30D | +6.7% | +2.1% | +4.6% | +6.5% |
| 3M | +1.8% | +14.7% | -12.9% | +1.0% |
| 6M | +13.3% | +55.7% | -42.3% | +10.2% |
| YTD | +30.3% | +7.1% | +23.2% | +30.4% |
| 1Y | +36.9% | -0.5% | +37.4% | +38.0% |
| 3Y | +50.9% | +35.7% | +15.2% | +39.3% |
| All | +42.3% | +103.9% | -61.6% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling