+22.4%
LUNR vs MOD
+793.9%
-771.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.8% |
| 7D | +12.7% | -17.8% | +30.5% | +20.9% |
| 30D | -10.5% | -43.2% | +32.8% | +10.1% |
| 3M | -25.2% | -46.0% | +20.9% | -6.5% |
| 6M | -59.2% | -62.2% | +3.0% | -43.5% |
| YTD | -27.2% | -22.8% | -4.4% | -23.9% |
| 1Y | +19.7% | -35.5% | +55.1% | +32.9% |
| 3Y | +314.4% | +128.2% | +186.2% | +224.5% |
| All | +22.4% | +793.9% | -771.5% | -14.1% |
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