+100.0%
LUNR vs MSTU
-87.2%
+187.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.4% | +0.7% | -3.5% |
| 7D | +0.5% | +12.9% | -12.4% | -3.9% |
| 30D | -5.3% | +68.3% | -73.7% | -20.1% |
| 3M | -45.6% | +0.4% | -46.0% | -49.7% |
| 6M | -17.4% | -41.5% | +24.1% | -16.0% |
| YTD | -7.9% | -61.7% | +53.8% | -3.7% |
| 1Y | +77.6% | -93.7% | +171.3% | +168.4% |
| All | +100.0% | -87.2% | +187.2% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling