+282.5%
UNP vs MSI
+593.5%
-311.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -1.7% | -4.0% | +2.3% | -0.1% |
| 30D | -2.1% | -0.5% | -1.7% | -2.1% |
| 3M | +5.4% | +11.4% | -5.9% | +0.4% |
| 6M | +13.4% | +1.0% | +12.4% | +11.9% |
| YTD | +25.0% | +20.7% | +4.3% | +14.0% |
| 1Y | +34.6% | -2.7% | +37.3% | +34.2% |
| 3Y | +43.6% | +68.2% | -24.6% | +9.8% |
| 5Y | +51.7% | +100.0% | -48.2% | +5.1% |
| 10Y | +282.5% | +596.9% | -314.4% | +71.2% |
| All | +282.5% | +593.5% | -311.0% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MSI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling