+33.3%
LUNR vs MSFU
+88.0%
-54.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +24.2% | -2.8% | +26.9% | +25.2% |
| 30D | +18.0% | -5.3% | +23.3% | +19.7% |
| 3M | -26.0% | +7.2% | -33.2% | -27.7% |
| 6M | -63.6% | +51.0% | -114.6% | -68.2% |
| YTD | -19.9% | -1.2% | -18.7% | -23.2% |
| 1Y | +50.1% | -10.3% | +60.4% | +47.2% |
| 3Y | +374.5% | +22.2% | +352.2% | +334.7% |
| All | +33.3% | +88.0% | -54.7% | +56.1% |
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