+51.0%
MSFT vs LUNR
+51.5%
-0.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -3.5% | -0.5% | -2.9% | -3.5% |
| 30D | -2.1% | -11.3% | +9.2% | -2.0% |
| 3M | +24.2% | -44.9% | +69.1% | +24.6% |
| 6M | +21.9% | -17.3% | +39.2% | +21.8% |
| YTD | +2.5% | -9.9% | +12.4% | +2.3% |
| 1Y | -0.8% | +76.1% | -76.9% | -1.3% |
| 3Y | +50.8% | +240.0% | -189.2% | +50.7% |
| All | +51.0% | +51.5% | -0.5% | +56.4% |
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 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