+26.2%
LUNR vs MOS
-30.7%
+56.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.3% |
| 7D | +22.7% | +5.5% | +17.2% | +21.0% |
| 30D | -5.3% | +21.0% | -26.2% | -10.3% |
| 3M | -26.1% | -0.5% | -25.6% | -26.5% |
| 6M | -62.4% | +6.6% | -69.0% | -63.3% |
| YTD | -25.0% | -2.8% | -22.2% | -24.8% |
| 1Y | +29.0% | -8.1% | +37.1% | +30.8% |
| 3Y | +327.4% | -25.6% | +353.0% | +339.8% |
| All | +26.2% | -30.7% | +56.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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