+209.1%
ASTS vs MUB
+9.5%
+199.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.4% | -15.6% | -15.5% |
| 7D | -29.9% | +0.9% | -30.8% | -30.3% |
| 30D | -52.2% | +3.8% | -55.9% | -53.3% |
| 3M | -55.8% | -0.7% | -55.2% | -55.6% |
| 6M | -52.7% | -0.8% | -51.9% | -52.4% |
| YTD | -58.4% | 0.0% | -58.4% | -58.3% |
| 1Y | -57.1% | +0.6% | -57.7% | -57.1% |
| 3Y | +629.5% | +11.4% | +618.1% | +593.3% |
| 5Y | +147.7% | +3.1% | +144.7% | +139.1% |
| All | +209.1% | +9.5% | +199.6% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling