+74.0%
LUNR vs MSTU
-92.2%
+166.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.9% |
| 7D | +24.2% | -25.8% | +50.0% | +31.7% |
| 30D | +18.0% | -43.9% | +61.8% | +31.8% |
| 3M | -26.0% | +2.9% | -28.9% | -32.9% |
| 6M | -63.6% | -75.5% | +11.9% | -55.8% |
| YTD | -19.9% | -76.7% | +56.8% | -10.0% |
| 1Y | +50.1% | -88.9% | +139.1% | +97.0% |
| All | +74.0% | -92.2% | +166.3% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling