+287.5%
UNP vs MSI
+598.2%
-310.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -0.7% | -5.8% | +5.0% | +1.6% |
| 30D | -1.1% | -1.0% | -0.2% | -0.9% |
| 3M | +7.9% | +14.2% | -6.3% | +1.7% |
| 6M | +14.6% | +1.0% | +13.6% | +13.1% |
| YTD | +26.6% | +21.5% | +5.1% | +15.2% |
| 1Y | +35.6% | -2.1% | +37.7% | +34.9% |
| 3Y | +45.5% | +69.3% | -23.8% | +10.9% |
| 5Y | +50.0% | +99.3% | -49.3% | +4.1% |
| All | +287.5% | +598.2% | -310.7% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling