+95.7%
LUNR vs MSTU
-88.1%
+183.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -0.6% |
| 7D | -0.5% | -22.0% | +21.5% | +4.9% |
| 30D | -11.3% | +60.3% | -71.6% | -24.3% |
| 3M | -44.9% | -3.7% | -41.2% | -48.6% |
| 6M | -17.3% | -45.2% | +27.9% | -14.7% |
| YTD | -9.9% | -64.3% | +54.4% | -4.3% |
| 1Y | +76.1% | -94.0% | +170.2% | +169.5% |
| All | +95.7% | -88.1% | +183.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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