+96.9%
MRVL vs ASTS
+163.9%
-67.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.3% | +4.5% |
| 7D | -28.1% | -21.1% | -7.0% | -24.7% |
| 30D | -50.4% | -46.7% | -3.7% | -44.5% |
| 3M | -32.9% | -52.0% | +19.1% | -23.9% |
| 6M | -17.9% | -54.3% | +36.3% | -6.4% |
| YTD | +66.4% | -55.5% | +121.9% | +84.9% |
| 1Y | +51.5% | -50.5% | +102.0% | +63.6% |
| 3Y | +177.9% | +706.2% | -528.4% | +72.3% |
| All | +96.9% | +163.9% | -67.0% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling