+53.5%
LUNR vs MAS
+16.0%
+37.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.1% |
| 7D | -3.6% | -0.8% | -2.9% | -3.4% |
| 30D | +5.9% | -5.6% | +11.4% | +8.0% |
| 3M | -56.0% | +4.4% | -60.4% | -56.9% |
| 6M | -20.5% | +7.2% | -27.7% | -23.1% |
| YTD | -8.7% | +16.1% | -24.9% | -15.1% |
| 1Y | +75.9% | +0.1% | +75.8% | +72.6% |
| 3Y | +202.9% | +28.3% | +174.6% | +183.8% |
| All | +53.5% | +16.0% | +37.4% | +43.3% |
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