+45.3%
MS vs LUNR
+86.4%
-41.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -1.1% |
| 7D | +2.5% | +6.5% | -4.1% | +2.0% |
| 30D | 0.0% | -4.4% | +4.3% | +0.2% |
| 3M | +2.4% | -47.3% | +49.7% | +5.9% |
| 6M | +36.4% | -11.1% | +47.5% | +34.1% |
| YTD | +23.8% | -3.4% | +27.2% | +19.6% |
| All | +45.3% | +86.4% | -41.2% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling