-42.3%
MSTR vs LUNR
-9.9%
-32.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.2% | +10.3% | +6.3% |
| 7D | -1.8% | -14.3% | +12.5% | +1.7% |
| 30D | -13.3% | -30.5% | +17.2% | -6.0% |
| 3M | +46.0% | -28.9% | +74.8% | +55.2% |
| 6M | -22.4% | -60.8% | +38.4% | -9.1% |
| YTD | -6.2% | -38.8% | +32.6% | -7.3% |
| 1Y | -42.3% | -4.5% | -37.8% | -50.0% |
| All | -42.3% | -9.9% | -32.4% | -50.0% |
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