+62.5%
MA vs LUNR
+54.8%
+7.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.6% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | +0.8% | -5.3% | +6.1% | +0.8% |
| 3M | +14.8% | -45.6% | +60.4% | +14.9% |
| 6M | +10.0% | -17.4% | +27.4% | +9.9% |
| YTD | -0.1% | -7.9% | +7.8% | -0.3% |
| 1Y | -2.2% | +77.6% | -79.9% | -2.7% |
| 3Y | +39.3% | +247.4% | -208.2% | +38.7% |
| All | +62.5% | +54.8% | +7.7% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling