-58.7%
MARA vs LUNR
-9.9%
-48.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.2% | +1.2% | -2.4% |
| 7D | -6.5% | -14.3% | +7.8% | -1.7% |
| 30D | -38.5% | -30.5% | -8.0% | -31.0% |
| 3M | -41.5% | -28.9% | -12.7% | -36.1% |
| 6M | -41.9% | -60.8% | +18.9% | -28.7% |
| YTD | -23.5% | -38.8% | +15.3% | -24.4% |
| 1Y | -58.7% | -4.5% | -54.1% | -65.8% |
| All | -58.7% | -9.9% | -48.8% | -65.8% |
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