-1.8%
MA vs LUNR
+72.6%
-74.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -0.4% |
| 7D | -3.5% | -0.5% | -2.9% | -3.5% |
| 30D | +0.7% | -11.3% | +12.0% | +0.5% |
| 3M | +15.8% | -44.9% | +60.7% | +15.5% |
| 6M | +10.2% | -17.3% | +27.5% | +9.2% |
| YTD | -0.5% | -9.9% | +9.4% | -2.3% |
| 1Y | -1.8% | +76.1% | -78.0% | -2.5% |
| All | -1.8% | +72.6% | -74.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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