+8.5%
LUNR vs MOS
-32.0%
+40.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +0.1% | +21.3% | +21.4% |
| 7D | -1.9% | +21.6% | -23.5% | -7.3% |
| 30D | -27.3% | +12.0% | -39.3% | -29.8% |
| 3M | -29.9% | -3.9% | -26.0% | -29.8% |
| 6M | -60.2% | -3.3% | -56.9% | -60.3% |
| YTD | -35.5% | -4.6% | -30.8% | -35.1% |
| 1Y | +9.5% | -7.0% | +16.5% | +10.9% |
| 3Y | +226.2% | -24.4% | +250.6% | +235.6% |
| All | +8.5% | -32.0% | +40.5% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling