+62.5%
LUNR vs MOS
-20.0%
+82.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.2% | +5.2% |
| 7D | +6.5% | +7.1% | -0.5% | +4.7% |
| 30D | -4.4% | +15.0% | -19.4% | -8.0% |
| 3M | -47.3% | +24.1% | -71.4% | -50.6% |
| 6M | -11.1% | +2.7% | -13.8% | -12.5% |
| YTD | -3.4% | +12.2% | -15.6% | -6.2% |
| 1Y | +85.8% | -16.3% | +102.1% | +89.8% |
| 3Y | +264.7% | -23.3% | +287.9% | +267.8% |
| All | +62.5% | -20.0% | +82.5% | +66.0% |
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