-76.5%
MARA vs LUNR
+48.7%
-125.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.7% | +4.9% |
| 7D | +5.9% | -3.1% | +9.0% | +6.1% |
| 30D | +24.3% | -15.3% | +39.6% | +25.1% |
| 3M | -12.0% | -53.2% | +41.2% | -9.6% |
| 6M | +40.1% | -22.2% | +62.3% | +41.0% |
| YTD | +33.4% | -11.6% | +45.0% | +33.6% |
| 1Y | -23.7% | +68.4% | -92.2% | -24.5% |
| 3Y | +19.0% | +216.8% | -197.8% | +21.9% |
| All | -76.5% | +48.7% | -125.2% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling