+533.9%
MRVL vs ASTS
+277.6%
+256.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +14.1% | -4.6% | +7.0% |
| 7D | -9.8% | +1.5% | -11.3% | -9.8% |
| 30D | -43.8% | -27.6% | -16.2% | -40.5% |
| 3M | -29.3% | -48.7% | +19.4% | -21.2% |
| 6M | -9.1% | -50.8% | +41.8% | +1.7% |
| YTD | +82.2% | -49.2% | +131.4% | +97.0% |
| 1Y | +70.3% | -46.7% | +117.0% | +80.8% |
| 3Y | +197.0% | +793.2% | -596.2% | +83.2% |
| 5Y | +115.8% | +195.6% | -79.8% | +41.4% |
| All | +533.9% | +277.6% | +256.3% | +268.7% |
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