+287.2%
MSTR vs LUNR
+241.9%
+45.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -2.0% |
| 7D | +7.7% | +0.5% | +7.2% | +7.5% |
| 30D | +36.3% | -5.3% | +41.7% | +37.0% |
| 3M | +13.4% | -45.6% | +59.0% | +23.7% |
| 6M | -4.5% | -17.4% | +12.9% | -4.9% |
| YTD | -12.7% | -7.9% | -4.7% | -15.6% |
| 1Y | -59.6% | +77.6% | -137.3% | -64.9% |
| All | +287.2% | +241.9% | +45.4% | +229.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling