-29.9%
LUNR vs MOS
-2.0%
-27.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +0.1% | +21.3% | +21.5% |
| 7D | -1.9% | +21.6% | -23.5% | 0.0% |
| 30D | -27.3% | +12.0% | -39.3% | -26.4% |
| 3M | -29.9% | -3.9% | -26.0% | -26.0% |
| All | -29.9% | -2.0% | -27.9% | -26.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling