+62.5%
MSTR vs LUNR
+26.2%
+36.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.1% | +0.9% |
| 7D | -14.2% | +22.7% | -36.8% | -15.0% |
| 30D | -19.9% | -5.3% | -14.6% | -19.8% |
| 3M | +27.3% | -26.1% | +53.4% | +28.4% |
| 6M | -37.6% | -62.4% | +24.9% | -35.7% |
| YTD | -19.5% | -25.0% | +5.5% | -19.2% |
| 1Y | -47.1% | +29.0% | -76.1% | -47.7% |
| 3Y | +140.3% | +327.4% | -187.1% | +143.6% |
| All | +62.5% | +26.2% | +36.3% | +60.5% |
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