+54.8%
LUNR vs MOD
+1,512.9%
-1,458.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.5% |
| 7D | +0.5% | +3.6% | -3.1% | -0.8% |
| 30D | -5.3% | -2.6% | -2.7% | -4.1% |
| 3M | -45.6% | -33.1% | -12.5% | -37.7% |
| 6M | -17.4% | -7.5% | -9.9% | -16.9% |
| YTD | -7.9% | +39.3% | -47.2% | -22.0% |
| 1Y | +77.6% | +34.3% | +43.4% | +51.5% |
| 3Y | +247.4% | +296.2% | -48.7% | +121.1% |
| All | +54.8% | +1,512.9% | -1,458.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling