+89.5%
MA vs LUNR
+26.2%
+63.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.3% |
| 7D | -1.8% | +22.7% | -24.4% | -1.8% |
| 30D | +11.0% | -5.3% | +16.3% | +11.0% |
| 3M | +17.9% | -26.1% | +44.0% | +17.9% |
| 6M | +33.2% | -62.4% | +95.6% | +33.4% |
| YTD | +16.5% | -25.0% | +41.4% | +16.3% |
| 1Y | +19.1% | +29.0% | -9.9% | +18.6% |
| 3Y | +70.6% | +327.4% | -256.8% | +70.0% |
| All | +89.5% | +26.2% | +63.3% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling