+18.5%
UNP vs MSTZ
-99.2%
+117.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.7% | -1.2% |
| 7D | -1.7% | -23.6% | +21.8% | -1.9% |
| 30D | -2.1% | -60.7% | +58.6% | -2.7% |
| 3M | +5.4% | -58.3% | +63.7% | +5.0% |
| 6M | +13.4% | -60.0% | +73.4% | +13.0% |
| YTD | +25.0% | -75.2% | +100.2% | +24.6% |
| 1Y | +34.6% | -19.9% | +54.5% | +37.9% |
| All | +18.5% | -99.2% | +117.7% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling