+278.9%
UNP vs MTSI
+465.0%
-186.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.2% |
| 7D | +4.2% | +10.0% | -5.8% | +2.8% |
| 30D | +5.6% | -20.3% | +25.9% | +7.9% |
| 3M | +2.0% | -24.4% | +26.5% | +4.3% |
| 6M | +15.4% | -39.2% | +54.6% | +20.4% |
| YTD | +32.7% | +35.5% | -2.8% | +21.0% |
| 1Y | +39.4% | +43.0% | -3.6% | +25.7% |
| 3Y | +54.3% | +196.3% | -142.0% | +19.2% |
| 5Y | +39.6% | +210.0% | -170.4% | +4.5% |
| All | +278.9% | +465.0% | -186.2% | +125.6% |
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