+89.7%
MA vs LUNR
+34.7%
+54.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.3% | +24.2% | -22.9% | +1.3% |
| 30D | +9.6% | +18.0% | -8.4% | +9.6% |
| 3M | +16.8% | -26.0% | +42.7% | +16.8% |
| 6M | +35.2% | -63.6% | +98.8% | +35.5% |
| YTD | +16.6% | -19.9% | +36.5% | +16.3% |
| 1Y | +19.8% | +50.1% | -30.3% | +19.2% |
| 3Y | +70.7% | +374.5% | -303.8% | +70.1% |
| All | +89.7% | +34.7% | +54.9% | +90.6% |
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