+109.9%
LUNR vs MSTZ
-99.2%
+209.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.2% | -2.3% | +7.7% |
| 7D | +6.5% | -25.4% | +31.9% | +1.2% |
| 30D | -4.4% | -60.9% | +56.5% | -19.7% |
| 3M | -47.3% | -54.2% | +6.9% | -50.9% |
| 6M | -11.1% | -65.0% | +53.9% | -15.9% |
| YTD | -3.4% | -76.5% | +73.1% | -6.0% |
| 1Y | +85.8% | -23.4% | +109.2% | +152.2% |
| All | +109.9% | -99.2% | +209.1% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling