+45.5%
UNP vs MSI
+77.7%
-32.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -4.6% | +4.7% | -9.2% | -5.5% |
| 30D | +5.6% | +14.8% | -9.1% | +2.6% |
| 3M | -1.3% | +8.8% | -10.1% | -3.2% |
| 6M | +9.2% | +19.3% | -10.1% | +4.6% |
| YTD | +27.3% | +35.3% | -8.0% | +17.8% |
| 1Y | +35.9% | +33.8% | +2.1% | +26.1% |
| 3Y | +45.5% | +74.4% | -29.0% | +12.3% |
| All | +45.5% | +77.7% | -32.2% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling