+35.0%
LUNR vs MOD
+820.2%
-785.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.2% |
| 7D | +51.2% | +16.1% | +35.1% | +43.7% |
| 30D | +7.0% | -38.5% | +45.5% | +27.7% |
| 3M | -23.1% | -46.8% | +23.7% | -3.6% |
| 6M | -59.4% | -61.6% | +2.2% | -44.1% |
| YTD | -19.7% | -20.5% | +0.8% | -17.0% |
| 1Y | +39.5% | -28.0% | +67.5% | +48.8% |
| 3Y | +357.2% | +134.9% | +222.3% | +254.0% |
| All | +35.0% | +820.2% | -785.2% | -6.3% |
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