+49.9%
LUNR vs MSFU
+71.2%
-21.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.5% | -6.9% | +6.4% | +1.3% |
| 30D | -11.3% | -5.1% | -6.2% | -10.5% |
| 3M | -44.9% | +44.6% | -89.5% | -51.2% |
| 6M | -17.3% | +32.8% | -50.1% | -25.9% |
| YTD | -9.9% | -10.1% | +0.1% | -11.5% |
| 1Y | +76.1% | -19.4% | +95.5% | +77.7% |
| 3Y | +240.0% | +26.2% | +213.8% | +228.7% |
| All | +49.9% | +71.2% | -21.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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