+274.7%
UNP vs MTSI
+513.8%
-239.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.3% |
| 7D | -5.3% | +1.4% | -6.7% | -5.5% |
| 30D | -1.5% | +2.1% | -3.6% | -2.3% |
| 3M | +10.3% | -29.7% | +40.0% | +14.7% |
| 6M | +9.7% | +12.5% | -2.9% | +5.3% |
| YTD | +27.1% | +57.0% | -29.9% | +15.2% |
| 1Y | +32.6% | +103.9% | -71.3% | +14.5% |
| 3Y | +40.0% | +223.6% | -183.6% | +8.5% |
| 5Y | +50.8% | +321.6% | -270.7% | +9.2% |
| All | +274.7% | +513.8% | -239.1% | +119.8% |
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 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