+48.7%
LUNR vs MGY
+54.5%
-5.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -3.1% | +3.5% | -6.7% | -3.4% |
| 30D | -15.3% | +5.3% | -20.6% | -15.7% |
| 3M | -53.2% | +2.6% | -55.8% | -53.3% |
| 6M | -22.2% | -3.3% | -18.9% | -22.3% |
| YTD | -11.6% | +29.2% | -40.8% | -14.4% |
| 1Y | +68.4% | +18.0% | +50.4% | +64.4% |
| 3Y | +216.8% | +30.0% | +186.8% | +209.9% |
| All | +48.7% | +54.5% | -5.8% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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