+602.5%
UNP vs MTSI
+1,308.1%
-705.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| YTD | +27.1% | +57.0% | -29.9% | +15.5% |
| 1Y | +32.6% | +103.9% | -71.3% | +15.0% |
| 3Y | +40.0% | +223.6% | -183.6% | +9.5% |
| 5Y | +50.8% | +321.6% | -270.7% | +10.7% |
| 10Y | +278.6% | +517.7% | -239.1% | +131.5% |
| All | +602.5% | +1,308.1% | -705.7% | +287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling