+20.0%
UNP vs MSTZ
-99.2%
+119.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -0.3% |
| 7D | -0.7% | -25.4% | +24.6% | -0.9% |
| 30D | -1.1% | -60.9% | +59.7% | -1.8% |
| 3M | +7.9% | -54.2% | +62.0% | +7.6% |
| 6M | +14.6% | -65.0% | +79.6% | +14.1% |
| YTD | +26.6% | -76.5% | +103.1% | +26.2% |
| 1Y | +35.6% | -23.4% | +58.9% | +38.9% |
| All | +20.0% | -99.2% | +119.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling