+73.9%
MSTR vs LUNR
+48.7%
+25.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.9% |
| 7D | -8.3% | -3.1% | -5.2% | -8.2% |
| 30D | +38.1% | -15.3% | +53.4% | +38.9% |
| 3M | +9.0% | -53.2% | +62.2% | +11.7% |
| 6M | -5.3% | -22.2% | +16.9% | -4.9% |
| YTD | -13.8% | -11.6% | -2.2% | -13.9% |
| 1Y | -59.8% | +68.4% | -128.3% | -60.5% |
| 3Y | +282.2% | +216.8% | +65.4% | +282.9% |
| All | +73.9% | +48.7% | +25.2% | +71.1% |
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