+48.9%
ASTS vs MUB
+2.9%
+46.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | +7.3% | -0.9% | +8.2% | +11.2% |
| 30D | -8.9% | -1.4% | -7.5% | -3.3% |
| 3M | -41.9% | -2.2% | -39.8% | -36.5% |
| 6M | -40.6% | -1.9% | -38.7% | -38.8% |
| YTD | -14.2% | -0.8% | -13.4% | -12.3% |
| 1Y | +48.9% | +2.7% | +46.1% | +59.1% |
| All | +48.9% | +2.9% | +46.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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