+8.5%
LUNR vs MAS
+31.2%
-22.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -1.9% | +23.4% | +22.1% |
| 7D | -1.9% | +2.0% | -3.8% | -2.8% |
| 30D | -27.3% | +19.4% | -46.7% | -32.2% |
| 3M | -29.9% | +9.4% | -39.3% | -32.5% |
| 6M | -60.2% | +15.3% | -75.6% | -62.7% |
| YTD | -35.5% | +31.3% | -66.8% | -42.9% |
| 1Y | +9.5% | +34.9% | -25.3% | -4.4% |
| 3Y | +226.2% | +58.6% | +167.6% | +189.7% |
| All | +8.5% | +31.2% | -22.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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