+74.5%
MET vs LUNR
+62.5%
+12.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.0% | -2.3% |
| 7D | +1.1% | +6.5% | -5.4% | +1.1% |
| 30D | -2.3% | -4.4% | +2.1% | -2.3% |
| 3M | +13.9% | -47.3% | +61.1% | +14.7% |
| 6M | +34.8% | -11.1% | +45.9% | +34.4% |
| YTD | +23.5% | -3.4% | +26.9% | +22.8% |
| 1Y | +23.4% | +85.8% | -62.4% | +21.3% |
| 3Y | +64.9% | +264.7% | -199.8% | +60.7% |
| All | +74.5% | +62.5% | +12.0% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling