+45.5%
UNP vs MSFU
+32.6%
+12.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.8% | -2.6% |
| 7D | -4.6% | +2.5% | -7.0% | -4.5% |
| 30D | +5.6% | -1.3% | +6.9% | +5.7% |
| 3M | -1.3% | +8.6% | -10.0% | -1.4% |
| 6M | +9.2% | +48.4% | -39.2% | +8.9% |
| YTD | +27.3% | +1.6% | +25.8% | +29.0% |
| 1Y | +35.9% | -5.8% | +41.7% | +38.4% |
| 3Y | +45.5% | +30.9% | +14.5% | +39.7% |
| All | +45.5% | +32.6% | +12.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling