+229.1%
LUNR vs MOD
+331.6%
-102.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -1.1% |
| 7D | -3.6% | +9.6% | -13.2% | -7.5% |
| 30D | +5.9% | 0.0% | +5.8% | +6.2% |
| 3M | -56.0% | -35.4% | -20.6% | -47.4% |
| 6M | -20.5% | -7.3% | -13.2% | -20.9% |
| YTD | -8.7% | +45.8% | -54.6% | -28.3% |
| 1Y | +75.9% | +43.1% | +32.7% | +37.3% |
| All | +229.1% | +331.6% | -102.5% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling