+226.2%
LUNR vs MOD
+129.2%
+97.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +5.7% | +15.7% | +18.8% |
| 7D | -1.9% | -25.5% | +23.7% | +11.5% |
| 30D | -27.3% | -49.0% | +21.7% | -2.1% |
| 3M | -29.9% | -49.8% | +19.9% | -5.2% |
| 6M | -60.2% | -64.8% | +4.5% | -39.0% |
| YTD | -35.5% | -27.6% | -7.9% | -31.9% |
| 1Y | +9.5% | -35.2% | +44.7% | +20.7% |
| 3Y | +226.2% | +137.1% | +89.0% | +99.8% |
| All | +226.2% | +129.2% | +97.0% | +99.8% |
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