+284.1%
UNP vs MTSI
+454.4%
-170.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -0.9% | -3.8% | +2.9% | -0.7% |
| 30D | +8.0% | -31.4% | +39.4% | +12.7% |
| 3M | +3.3% | -23.8% | +27.1% | +5.6% |
| 6M | +14.7% | -37.1% | +51.8% | +19.0% |
| YTD | +31.9% | +32.2% | -0.3% | +20.7% |
| 1Y | +37.1% | +26.9% | +10.2% | +26.0% |
| 3Y | +51.9% | +193.7% | -141.9% | +17.5% |
| 5Y | +39.3% | +218.0% | -178.7% | +3.8% |
| 10Y | +284.1% | +477.8% | -193.7% | +132.2% |
| All | +284.1% | +454.4% | -170.3% | +132.2% |
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