+1,384.0%
MU vs LUNR
+241.9%
+1,142.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.5% | +3.4% |
| 7D | +7.5% | +0.5% | +7.0% | +7.3% |
| 30D | +19.4% | -5.3% | +24.7% | +20.2% |
| 3M | +9.8% | -45.6% | +55.4% | +18.0% |
| 6M | +164.1% | -17.4% | +181.5% | +165.5% |
| YTD | +260.3% | -7.9% | +268.3% | +252.6% |
| 1Y | +661.2% | +77.6% | +583.5% | +586.7% |
| All | +1,384.0% | +241.9% | +1,142.1% | +1,203.1% |
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