+179.1%
MS vs LUNR
+251.6%
-72.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.4% |
| 6M | +36.4% | -11.1% | +47.5% | +34.7% |
| YTD | +23.8% | -3.4% | +27.2% | +20.4% |
| 1Y | +48.6% | +85.8% | -37.2% | +36.5% |
| 3Y | +179.1% | +264.7% | -85.5% | +135.3% |
| All | +179.1% | +251.6% | -72.4% | +135.3% |
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