+53.3%
MSFT vs LUNR
+53.5%
-0.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.0% |
| 7D | -2.7% | -3.6% | +1.0% | -2.7% |
| 30D | +2.7% | +5.9% | -3.2% | +2.6% |
| 3M | +17.0% | -56.0% | +72.9% | +17.6% |
| 6M | +23.8% | -20.5% | +44.3% | +23.8% |
| YTD | +4.0% | -8.7% | +12.7% | +3.8% |
| 1Y | -0.8% | +75.9% | -76.7% | -1.4% |
| 3Y | +55.6% | +202.9% | -147.3% | +55.4% |
| All | +53.3% | +53.5% | -0.2% | +58.7% |
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 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