+68.4%
LUNR vs MSTZ
-18.6%
+87.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +1.9% | -2.7% |
| 7D | -3.1% | +17.0% | -20.2% | +0.6% |
| 30D | -15.3% | -61.8% | +46.4% | -30.9% |
| 3M | -53.2% | -54.6% | +1.4% | -56.8% |
| 6M | -22.2% | -59.3% | +37.0% | -22.9% |
| YTD | -11.6% | -74.6% | +63.0% | -10.5% |
| 1Y | +68.4% | -18.8% | +87.2% | +160.7% |
| All | +68.4% | -18.6% | +87.0% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling