+29.3%
MNST vs LUNR
+37.2%
-7.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.0% | -6.6% | +0.4% |
| 7D | -4.7% | +51.2% | -55.9% | -4.5% |
| 30D | +5.2% | +7.0% | -1.8% | +5.6% |
| 3M | -0.9% | -23.1% | +22.2% | -0.3% |
| 6M | +6.1% | -59.4% | +65.5% | +8.0% |
| YTD | +18.9% | -19.7% | +38.6% | +19.0% |
| 1Y | +29.3% | +39.5% | -10.2% | +29.8% |
| All | +29.3% | +37.2% | -7.8% | +29.8% |
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