+88.6%
MNST vs LUNR
+51.5%
+37.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -5.4% | -11.3% | +5.9% | -5.4% |
| 3M | -5.5% | -44.9% | +39.4% | -5.5% |
| 6M | +12.4% | -17.3% | +29.7% | +12.4% |
| YTD | +12.4% | -9.9% | +22.3% | +12.4% |
| 1Y | +37.2% | +76.1% | -39.0% | +37.3% |
| 3Y | +52.9% | +240.0% | -187.1% | +53.4% |
| All | +88.6% | +51.5% | +37.1% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling