+48.7%
LUNR vs MUB
+1.8%
+46.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.8% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -15.3% | -2.4% | -13.0% | -15.5% |
| 3M | -53.2% | -2.8% | -50.3% | -53.3% |
| 6M | -22.2% | -2.2% | -20.0% | -22.8% |
| YTD | -11.6% | -1.6% | -10.0% | -11.7% |
| 1Y | +68.4% | 0.0% | +68.4% | +70.3% |
| 3Y | +216.8% | +7.9% | +208.9% | +250.2% |
| All | +48.7% | +1.8% | +46.9% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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