+32.4%
LUNR vs MAGS
+190.0%
-157.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -3.1% |
| 7D | -3.1% | +0.6% | -3.8% | -4.0% |
| 30D | -15.3% | +3.2% | -18.6% | -18.9% |
| 3M | -53.2% | +7.7% | -60.8% | -57.5% |
| 6M | -22.2% | +12.5% | -34.7% | -31.0% |
| YTD | -11.6% | +6.0% | -17.5% | -16.4% |
| 1Y | +68.4% | +14.4% | +54.0% | +47.6% |
| 3Y | +216.8% | +127.5% | +89.3% | +78.9% |
| All | +32.4% | +190.0% | -157.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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