+52.2%
UNP vs MSI
+103.4%
-51.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -5.3% | -3.7% | -1.7% | -4.3% |
| 30D | -1.5% | +6.8% | -8.4% | -3.8% |
| 3M | +10.3% | +14.3% | -4.0% | +5.2% |
| 6M | +9.7% | -1.6% | +11.2% | +9.7% |
| YTD | +27.1% | +22.8% | +4.3% | +17.4% |
| 1Y | +32.6% | -1.1% | +33.7% | +32.0% |
| 3Y | +40.0% | +70.5% | -30.5% | +9.9% |
| All | +52.2% | +103.4% | -51.2% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling