+159.6%
MS vs LUNR
+53.5%
+106.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +1.4% | -3.6% | +5.0% | +1.4% |
| 30D | -0.3% | +5.9% | -6.1% | -0.4% |
| 3M | +0.3% | -56.0% | +56.3% | +1.5% |
| 6M | +31.3% | -20.5% | +51.8% | +31.3% |
| YTD | +24.7% | -8.7% | +33.4% | +24.2% |
| 1Y | +47.9% | +75.9% | -28.0% | +45.7% |
| 3Y | +178.3% | +202.9% | -24.5% | +174.4% |
| All | +159.6% | +53.5% | +106.1% | +161.4% |
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