+37.1%
UNP vs MSTU
-91.0%
+128.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.1% |
| 7D | -0.9% | -21.7% | +20.8% | -1.1% |
| 30D | +8.0% | -42.8% | +50.8% | +7.5% |
| 3M | +3.3% | +21.4% | -18.1% | +3.7% |
| 6M | +14.7% | -74.1% | +88.8% | +13.8% |
| YTD | +31.9% | -72.4% | +104.3% | +30.9% |
| 1Y | +37.1% | -90.1% | +127.2% | +34.6% |
| All | +37.1% | -91.0% | +128.1% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling