+40.1%
MA vs LUNR
+251.6%
-211.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.3% | -1.5% |
| 7D | -1.8% | +6.5% | -8.3% | -1.8% |
| 30D | +1.4% | -4.4% | +5.8% | +1.4% |
| 3M | +17.7% | -47.3% | +65.0% | +18.6% |
| 6M | +9.7% | -11.1% | +20.7% | +9.0% |
| YTD | +0.5% | -3.4% | +3.9% | -0.6% |
| 1Y | -2.1% | +85.8% | -87.9% | -4.8% |
| 3Y | +40.1% | +264.7% | -224.6% | +31.5% |
| All | +40.1% | +251.6% | -211.5% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling