+542.8%
MRVL vs ASTS
+233.7%
+309.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.8% | -3.7% |
| 7D | +11.0% | +0.8% | +10.2% | +10.9% |
| 30D | -36.1% | -22.6% | -13.5% | -32.9% |
| 3M | -29.4% | -54.4% | +25.0% | -19.7% |
| 6M | -11.9% | -56.4% | +44.6% | +0.7% |
| YTD | +84.8% | -55.1% | +139.9% | +104.1% |
| 1Y | +79.4% | -46.9% | +126.4% | +91.3% |
| 3Y | +195.7% | +715.0% | -519.3% | +85.3% |
| 5Y | +117.2% | +153.7% | -36.5% | +45.9% |
| All | +542.8% | +233.7% | +309.1% | +282.0% |
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