+230.9%
ASTS vs MUB
+9.6%
+221.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.0% |
| 7D | -21.1% | +0.7% | -21.8% | -21.5% |
| 30D | -46.7% | +4.4% | -51.1% | -48.2% |
| 3M | -52.0% | -0.4% | -51.6% | -51.8% |
| 6M | -54.3% | -0.9% | -53.4% | -53.9% |
| YTD | -55.5% | +0.1% | -55.6% | -55.4% |
| 1Y | -50.5% | +0.5% | -51.0% | -50.5% |
| 3Y | +706.2% | +11.7% | +694.5% | +665.0% |
| 5Y | +165.2% | +3.2% | +162.1% | +155.9% |
| All | +230.9% | +9.6% | +221.3% | +218.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling