+156.7%
MS vs LUNR
+54.8%
+101.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.3% |
| 7D | +1.7% | +0.5% | +1.1% | +1.7% |
| 30D | 0.0% | -5.3% | +5.3% | +0.1% |
| 3M | +3.0% | -45.6% | +48.6% | +3.9% |
| 6M | +35.7% | -17.4% | +53.0% | +35.6% |
| YTD | +23.3% | -7.9% | +31.3% | +22.8% |
| 1Y | +44.7% | +77.6% | -33.0% | +42.5% |
| 3Y | +178.0% | +247.4% | -69.4% | +174.2% |
| All | +156.7% | +54.8% | +101.9% | +158.5% |
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