+26.2%
LUNR vs MAS
+36.0%
-9.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +22.7% | -1.8% | +24.5% | +23.7% |
| 30D | -5.3% | +23.6% | -28.9% | -12.5% |
| 3M | -26.1% | +12.4% | -38.5% | -29.5% |
| 6M | -62.4% | +21.9% | -84.3% | -65.3% |
| YTD | -25.0% | +36.1% | -61.1% | -34.3% |
| 1Y | +29.0% | +39.5% | -10.5% | +11.6% |
| 3Y | +327.4% | +59.1% | +268.2% | +276.4% |
| All | +26.2% | +36.0% | -9.8% | +10.9% |
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