+177.9%
MRVL vs ASTS
+688.5%
-510.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.3% | +4.6% |
| 7D | -28.1% | -21.1% | -7.0% | -25.0% |
| 30D | -50.4% | -46.7% | -3.7% | -45.2% |
| 3M | -32.9% | -52.0% | +19.1% | -25.0% |
| 6M | -17.9% | -54.3% | +36.3% | -7.6% |
| YTD | +66.4% | -55.5% | +121.9% | +83.8% |
| 1Y | +51.5% | -50.5% | +102.0% | +63.8% |
| 3Y | +177.9% | +706.2% | -528.4% | +147.7% |
| All | +177.9% | +688.5% | -510.7% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling