+26.2%
MAR vs LUNR
+75.3%
-49.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.2% | -3.6% | -0.5% | -4.1% |
| 30D | -6.7% | +5.9% | -12.5% | -6.8% |
| 3M | -12.5% | -56.0% | +43.5% | -11.3% |
| 6M | +0.6% | -20.5% | +21.0% | +0.5% |
| YTD | +9.1% | -8.7% | +17.9% | +8.4% |
| 1Y | +26.2% | +75.9% | -49.7% | +22.0% |
| All | +26.2% | +75.3% | -49.1% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling