+60.7%
MSFT vs LUNR
+34.7%
+26.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | +24.2% | -25.4% | -1.5% |
| 30D | -1.8% | +18.0% | -19.8% | -2.0% |
| 3M | +5.6% | -26.0% | +31.6% | +5.8% |
| 6M | +29.8% | -63.6% | +93.4% | +30.5% |
| YTD | +9.0% | -19.9% | +28.9% | +8.9% |
| 1Y | +4.9% | +50.1% | -45.2% | +4.4% |
| 3Y | +46.2% | +374.5% | -328.2% | +46.5% |
| All | +60.7% | +34.7% | +26.0% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling