+222.7%
LUNR vs MAGS
+126.1%
+96.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | -0.5% | -1.8% | +1.2% | +1.6% |
| 30D | -11.3% | +1.1% | -12.4% | -12.9% |
| 3M | -44.9% | +7.7% | -52.6% | -50.1% |
| 6M | -17.3% | +11.7% | -29.0% | -26.3% |
| YTD | -9.9% | +4.9% | -14.8% | -13.8% |
| 1Y | +76.1% | +14.3% | +61.8% | +54.1% |
| All | +222.7% | +126.1% | +96.7% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling