+33.3%
ASTS vs MULL
+968.6%
-935.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.1% | -2.1% | +4.7% |
| 7D | -21.1% | -42.7% | +21.6% | -9.9% |
| 30D | -46.7% | -63.8% | +17.1% | -32.1% |
| 3M | -52.0% | -49.0% | -3.0% | -44.8% |
| 6M | -54.3% | -38.2% | -16.1% | -57.1% |
| YTD | -55.5% | +167.0% | -222.5% | -74.9% |
| 1Y | -50.5% | +247.7% | -298.2% | -74.7% |
| All | +33.3% | +968.6% | -935.3% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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