+9,679.5%
UNP vs MSI
+4,571.4%
+5,108.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.9% | +7.4% | -8.3% | -2.4% |
| 30D | +8.0% | +18.7% | -10.7% | +4.2% |
| 3M | +3.3% | +14.5% | -11.1% | +0.3% |
| 6M | +14.7% | +38.1% | -23.4% | +6.9% |
| YTD | +31.9% | +38.7% | -6.8% | +22.5% |
| 1Y | +37.1% | +35.4% | +1.7% | +27.9% |
| 3Y | +51.9% | +75.1% | -23.2% | +33.4% |
| 5Y | +39.3% | +126.4% | -87.1% | +15.4% |
| 10Y | +284.1% | +671.4% | -387.3% | +149.8% |
| All | +9,679.5% | +4,571.4% | +5,108.1% | +3,608.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling