+125.0%
MS vs LUNR
+22.4%
+102.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.3% |
| 7D | +0.8% | +12.7% | -11.9% | +0.5% |
| 30D | -0.7% | -10.5% | +9.8% | -0.6% |
| 3M | -12.4% | -25.2% | +12.8% | -12.0% |
| 6M | -1.7% | -59.2% | +57.5% | -0.6% |
| YTD | +8.0% | -27.2% | +35.3% | +7.9% |
| 1Y | +16.2% | +19.7% | -3.4% | +15.1% |
| 3Y | +171.3% | +314.4% | -143.1% | +168.8% |
| All | +125.0% | +22.4% | +102.6% | +127.2% |
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