+53.1%
MNST vs LUNR
+251.6%
-198.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -1.6% |
| 7D | -4.1% | +6.5% | -10.6% | -4.2% |
| 30D | -4.5% | -4.4% | -0.1% | -4.5% |
| 3M | -2.5% | -47.3% | +44.8% | -1.7% |
| 6M | +14.1% | -11.1% | +25.2% | +13.9% |
| YTD | +12.6% | -3.4% | +15.9% | +12.1% |
| 1Y | +36.9% | +85.8% | -48.8% | +35.4% |
| 3Y | +53.1% | +264.7% | -211.6% | +48.4% |
| All | +53.1% | +251.6% | -198.5% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling