-0.9%
MSFT vs LUNR
+76.6%
-77.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -3.5% | -0.5% | -2.9% | -3.5% |
| 30D | -2.1% | -11.3% | +9.2% | -1.7% |
| 3M | +24.2% | -44.9% | +69.1% | +26.5% |
| 6M | +21.9% | -17.3% | +39.2% | +20.0% |
| YTD | +2.5% | -9.9% | +12.4% | +0.5% |
| All | -0.9% | +76.6% | -77.5% | -5.7% |
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