+25.7%
UNP vs MSTU
-90.6%
+116.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -2.1% | -27.7% | +25.6% | -1.9% |
| 30D | +7.3% | -40.3% | +47.6% | +7.6% |
| 3M | +3.6% | +26.4% | -22.8% | +3.0% |
| 6M | +15.8% | -75.7% | +91.6% | +16.8% |
| YTD | +32.6% | -71.9% | +104.4% | +32.6% |
| 1Y | +37.2% | -89.3% | +126.5% | +39.5% |
| All | +25.7% | -90.6% | +116.3% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling