+53.5%
LUNR vs MOS
-22.1%
+75.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -3.6% | +9.5% | -13.2% | -5.9% |
| 30D | +5.9% | +10.4% | -4.6% | +2.9% |
| 3M | -56.0% | +12.9% | -68.8% | -57.6% |
| 6M | -20.5% | +1.2% | -21.7% | -21.4% |
| YTD | -8.7% | +9.3% | -18.1% | -10.9% |
| 1Y | +75.9% | -18.0% | +93.9% | +80.7% |
| 3Y | +202.9% | -29.0% | +231.9% | +209.0% |
| All | +53.5% | -22.1% | +75.5% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling