+42.6%
UNP vs MTSI
+59.5%
-16.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +3.6% | -10.7% | +14.3% | +3.4% |
| 30D | +11.4% | -29.0% | +40.3% | +10.9% |
| 3M | +4.6% | -14.7% | +19.3% | +4.3% |
| 6M | +18.3% | -20.1% | +38.4% | +16.7% |
| YTD | +35.4% | +36.1% | -0.7% | +32.2% |
| 1Y | +42.6% | +61.7% | -19.1% | +37.8% |
| All | +42.6% | +59.5% | -16.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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