-20.5%
LUNR vs MAS
+7.5%
-28.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | -0.2% |
| 7D | -3.6% | -0.8% | -2.9% | -3.3% |
| 30D | +5.9% | -5.6% | +11.4% | +8.9% |
| 3M | -56.0% | +4.4% | -60.4% | -57.4% |
| 6M | -20.5% | +7.2% | -27.7% | -10.1% |
| All | -20.5% | +7.5% | -28.0% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling