+45.7%
UNP vs MSFU
+87.3%
-41.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +2.1% | -4.9% | +7.0% | +2.3% |
| 30D | +7.7% | -9.1% | +16.8% | +8.2% |
| 3M | +4.0% | +8.7% | -4.6% | +3.5% |
| 6M | +15.7% | +48.3% | -32.6% | +12.6% |
| YTD | +33.5% | -1.6% | +35.1% | +34.1% |
| 1Y | +38.9% | -13.6% | +52.5% | +41.6% |
| 3Y | +53.7% | +20.2% | +33.5% | +43.4% |
| All | +45.7% | +87.3% | -41.6% | +19.0% |
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