+159.3%
MP vs LUNR
+348.3%
-189.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +9.5% | +24.2% | -14.7% | +5.2% |
| 30D | -3.0% | +18.0% | -20.9% | -6.2% |
| 3M | -30.4% | -26.0% | -4.4% | -27.2% |
| 6M | -39.2% | -63.6% | +24.4% | -30.2% |
| YTD | -23.3% | -19.9% | -3.4% | -23.1% |
| 1Y | -32.6% | +50.1% | -82.8% | -37.9% |
| 3Y | +159.3% | +374.5% | -215.2% | +116.1% |
| All | +159.3% | +348.3% | -189.0% | +116.1% |
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