+60.8%
LUNR vs MSFU
+72.2%
-11.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.2% | +6.5% |
| 7D | +6.5% | -3.2% | +9.7% | +7.3% |
| 30D | -4.4% | -3.1% | -1.3% | -4.2% |
| 3M | -47.3% | +35.3% | -82.5% | -52.3% |
| 6M | -11.1% | +31.6% | -42.6% | -20.1% |
| YTD | -3.4% | -9.5% | +6.1% | -5.2% |
| 1Y | +85.8% | -18.4% | +104.2% | +86.9% |
| 3Y | +264.7% | +26.9% | +237.7% | +252.0% |
| All | +60.8% | +72.2% | -11.4% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling