+533.0%
MRVL vs ASTS
+244.8%
+288.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.5% | +1.4% |
| 7D | -10.2% | -9.3% | -0.9% | -8.5% |
| 30D | -43.9% | -33.9% | -10.0% | -39.7% |
| 3M | -26.0% | -51.0% | +25.0% | -16.8% |
| 6M | -9.2% | -55.1% | +45.9% | +3.1% |
| YTD | +82.0% | -53.6% | +135.6% | +99.7% |
| 1Y | +65.9% | -51.0% | +116.8% | +78.5% |
| 3Y | +185.0% | +681.7% | -496.6% | +79.9% |
| 5Y | +121.5% | +182.4% | -60.9% | +46.5% |
| All | +533.0% | +244.8% | +288.2% | +273.8% |
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