+99.8%
MTZ vs LUNR
+26.2%
+73.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.5% |
| 7D | +12.9% | +22.7% | -9.8% | +12.0% |
| 30D | -8.5% | -5.3% | -3.3% | -8.5% |
| 3M | -30.6% | -26.1% | -4.5% | -30.0% |
| 6M | -55.1% | -62.4% | +7.3% | -54.0% |
| YTD | -13.0% | -25.0% | +12.0% | -13.0% |
| 1Y | -4.3% | +29.0% | -33.3% | -5.7% |
| 3Y | +284.0% | +327.4% | -43.3% | +276.3% |
| All | +99.8% | +26.2% | +73.6% | +90.5% |
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 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