+653.1%
ASTS vs MUB
+11.5%
+641.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.4% | -15.6% | -15.6% |
| 7D | -29.9% | +0.9% | -30.8% | -30.5% |
| 30D | -52.2% | +3.8% | -55.9% | -53.9% |
| 3M | -55.8% | -0.7% | -55.2% | -55.3% |
| 6M | -52.7% | -0.8% | -51.9% | -52.0% |
| YTD | -58.4% | 0.0% | -58.4% | -58.0% |
| 1Y | -57.1% | +0.6% | -57.7% | -56.7% |
| All | +653.1% | +11.5% | +641.7% | +934.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling