+230.9%
ASTS vs MPWR
+729.9%
-499.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.8% | +4.4% |
| 7D | -21.1% | -1.7% | -19.3% | -20.2% |
| 30D | -46.7% | -16.5% | -30.2% | -41.4% |
| 3M | -52.0% | -12.3% | -39.7% | -48.7% |
| 6M | -54.3% | -27.7% | -26.5% | -46.4% |
| YTD | -55.5% | +32.0% | -87.5% | -61.1% |
| 1Y | -50.5% | +25.1% | -75.6% | -55.4% |
| 3Y | +706.2% | +146.5% | +559.7% | +411.0% |
| 5Y | +165.2% | +126.0% | +39.2% | +59.9% |
| All | +230.9% | +729.9% | -499.0% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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