-23.7%
MARA vs LUNR
+73.3%
-97.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.7% | +5.4% |
| 7D | +5.9% | -3.1% | +9.0% | +7.0% |
| 30D | +24.3% | -15.3% | +39.6% | +30.5% |
| 3M | -12.0% | -53.2% | +41.2% | +9.6% |
| 6M | +40.1% | -22.2% | +62.3% | +34.9% |
| YTD | +33.4% | -11.6% | +45.0% | +16.8% |
| 1Y | -23.7% | +68.4% | -92.2% | -49.1% |
| All | -23.7% | +73.3% | -97.1% | -49.1% |
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