+622.7%
UNP vs MTSI
+896.6%
-273.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -18.4% | +14.9% | -0.9% |
| 7D | -1.3% | -24.6% | +23.3% | +2.2% |
| 30D | +7.7% | -45.7% | +53.4% | +16.2% |
| 3M | +1.3% | -27.7% | +29.0% | +4.1% |
| 6M | +14.0% | -37.3% | +51.3% | +18.0% |
| YTD | +30.8% | +11.1% | +19.6% | +23.1% |
| 1Y | +40.0% | +27.2% | +12.8% | +28.5% |
| 3Y | +50.1% | +153.7% | -103.6% | +19.6% |
| 5Y | +39.6% | +159.0% | -119.3% | +8.6% |
| 10Y | +318.1% | +405.6% | -87.4% | +159.5% |
| All | +622.7% | +896.6% | -273.9% | +312.6% |
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 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