-10.7%
LUNR vs MAS
+33.8%
-44.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -3.4% | -9.7% | -12.0% |
| 7D | -26.2% | +4.6% | -30.8% | -27.5% |
| 30D | -42.8% | +19.9% | -62.6% | -46.6% |
| 3M | -38.4% | +8.9% | -47.3% | -40.5% |
| 6M | -65.2% | +20.2% | -85.4% | -67.8% |
| YTD | -46.9% | +33.9% | -80.8% | -53.2% |
| 1Y | -17.4% | +34.7% | -52.1% | -27.6% |
| 3Y | +152.8% | +60.4% | +92.4% | +123.5% |
| All | -10.7% | +33.8% | -44.5% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling