+65.9%
MA vs LUNR
+53.5%
+12.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.1% |
| 7D | -2.7% | -3.6% | +0.9% | -2.7% |
| 30D | +1.5% | +5.9% | -4.3% | +1.5% |
| 3M | +20.4% | -56.0% | +76.4% | +20.7% |
| 6M | +11.1% | -20.5% | +31.6% | +11.0% |
| YTD | +2.0% | -8.7% | +10.7% | +1.7% |
| 1Y | -2.2% | +75.9% | -78.0% | -2.6% |
| 3Y | +41.9% | +202.9% | -161.0% | +41.3% |
| All | +65.9% | +53.5% | +12.4% | +66.7% |
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