+599.3%
MU vs LUNR
+72.6%
+526.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.4% |
| 7D | +2.0% | -0.5% | +2.6% | +2.0% |
| 30D | +12.5% | -11.3% | +23.8% | +15.5% |
| 3M | +9.6% | -44.9% | +54.5% | +21.4% |
| 6M | +142.6% | -17.3% | +159.9% | +142.6% |
| YTD | +242.7% | -9.9% | +252.6% | +227.1% |
| 1Y | +599.3% | +76.1% | +523.1% | +359.4% |
| All | +599.3% | +72.6% | +526.7% | +359.4% |
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