+247.8%
LUNR vs MAS
+53.3%
+194.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -1.5% | +23.0% | +22.3% |
| 7D | -1.9% | +2.4% | -4.2% | -3.5% |
| 30D | -27.3% | +19.8% | -47.2% | -35.1% |
| 3M | -29.9% | +9.8% | -39.7% | -34.1% |
| 6M | -60.2% | +15.8% | -76.0% | -64.3% |
| YTD | -35.5% | +31.8% | -67.3% | -48.5% |
| 1Y | +9.5% | +35.4% | -25.9% | -14.9% |
| All | +247.8% | +53.3% | +194.5% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling