-60.6%
MSTR vs LUNR
+72.6%
-133.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | -11.2% | -0.5% | -10.7% | -11.2% |
| 30D | +33.8% | -11.3% | +45.1% | +36.7% |
| 3M | +11.5% | -44.9% | +56.4% | +25.7% |
| 6M | -7.2% | -17.3% | +10.2% | -10.5% |
| YTD | -15.4% | -9.9% | -5.5% | -23.7% |
| 1Y | -60.6% | +76.1% | -136.8% | -74.0% |
| All | -60.6% | +72.6% | -133.2% | -74.0% |
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