+26.6%
UNP vs MSTZ
-99.2%
+125.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | +0.8% |
| 7D | +2.1% | +25.6% | -23.5% | +2.3% |
| 30D | +7.7% | +50.6% | -42.8% | +8.1% |
| 3M | +4.0% | -64.5% | +68.5% | +3.4% |
| 6M | +15.7% | -14.0% | +29.7% | +16.4% |
| YTD | +33.5% | -76.4% | +109.9% | +33.2% |
| 1Y | +38.9% | -56.2% | +95.2% | +40.5% |
| All | +26.6% | -99.2% | +125.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling