-40.6%
MRNA vs LUNR
+48.7%
-89.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.4% |
| 7D | -1.1% | -3.1% | +2.0% | -1.0% |
| 30D | +126.1% | -15.3% | +141.5% | +126.5% |
| 3M | +190.0% | -53.2% | +243.2% | +193.5% |
| 6M | +157.2% | -22.2% | +179.4% | +157.3% |
| YTD | +388.2% | -11.6% | +399.8% | +386.4% |
| 1Y | +467.0% | +68.4% | +398.6% | +459.8% |
| 3Y | +36.1% | +216.8% | -180.7% | +35.3% |
| All | -40.6% | +48.7% | -89.3% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling