+24.1%
MP vs LUNR
+62.5%
-38.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.3% | +1.3% |
| 7D | +3.0% | +6.5% | -3.5% | +2.7% |
| 30D | +8.3% | -4.4% | +12.7% | +8.6% |
| 3M | -3.8% | -47.3% | +43.4% | -1.2% |
| 6M | -4.9% | -11.1% | +6.1% | -4.8% |
| YTD | +9.6% | -3.4% | +13.0% | +9.4% |
| 1Y | -11.7% | +85.8% | -97.5% | -13.5% |
| 3Y | +158.5% | +264.7% | -106.2% | +151.2% |
| All | +24.1% | +62.5% | -38.4% | +25.3% |
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