+592.1%
MRVL vs ASTS
+274.8%
+317.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.7% | +0.6% | +7.8% |
| 7D | +5.6% | +2.8% | +2.8% | +5.4% |
| 30D | -36.5% | -28.8% | -7.7% | -32.5% |
| 3M | -20.5% | -48.9% | +28.4% | -11.3% |
| 6M | -1.1% | -55.6% | +54.5% | +12.3% |
| YTD | +99.0% | -49.6% | +148.5% | +115.3% |
| 1Y | +89.3% | -46.1% | +135.3% | +100.5% |
| 3Y | +211.6% | +749.7% | -538.0% | +94.0% |
| 5Y | +134.1% | +193.2% | -59.1% | +53.5% |
| All | +592.1% | +274.8% | +317.3% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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