+91.0%
MTZ vs LUNR
+22.4%
+68.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.3% |
| 7D | -8.7% | +12.7% | -21.4% | -9.1% |
| 30D | -15.0% | -10.5% | -4.5% | -14.7% |
| 3M | -32.6% | -25.2% | -7.4% | -32.0% |
| 6M | -56.3% | -59.2% | +2.9% | -55.4% |
| YTD | -16.8% | -27.2% | +10.4% | -16.7% |
| 1Y | -10.0% | +19.7% | -29.7% | -11.2% |
| 3Y | +267.1% | +314.4% | -47.3% | +260.2% |
| All | +91.0% | +22.4% | +68.6% | +82.3% |
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