+293.8%
UNP vs MTSI
+512.4%
-218.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.0% | -6.7% | +1.2% |
| 7D | -3.3% | +3.5% | -6.8% | -4.1% |
| 30D | +6.7% | -30.3% | +37.0% | +11.1% |
| 3M | +1.8% | -26.0% | +27.8% | +4.4% |
| 6M | +13.3% | -36.1% | +49.4% | +17.4% |
| YTD | +30.3% | +34.3% | -3.9% | +19.1% |
| 1Y | +36.9% | +35.3% | +1.7% | +24.7% |
| 3Y | +50.9% | +217.6% | -166.7% | +15.3% |
| 5Y | +37.9% | +210.1% | -172.2% | +3.4% |
| 10Y | +293.8% | +471.4% | -177.6% | +143.3% |
| All | +293.8% | +512.4% | -218.6% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling