-25.1%
MARA vs LUNR
+75.3%
-100.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +6.0% | -3.6% | +9.6% | +7.3% |
| 30D | +0.6% | +5.9% | -5.2% | -2.4% |
| 3M | -18.5% | -56.0% | +37.4% | +3.5% |
| 6M | +21.7% | -20.5% | +42.2% | +16.6% |
| YTD | +25.9% | -8.7% | +34.7% | +9.4% |
| 1Y | -25.1% | +75.9% | -101.0% | -46.3% |
| All | -25.1% | +75.3% | -100.4% | -46.3% |
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