+816.4%
MRVL vs ASTS
+537.8%
+278.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.8% | +7.0% |
| 7D | +3.2% | +7.3% | -4.1% | +1.8% |
| 30D | +5.9% | -8.9% | +14.8% | +7.3% |
| 3M | -29.3% | -41.9% | +12.6% | -23.4% |
| 6M | +186.5% | -40.6% | +227.1% | +205.0% |
| YTD | +163.4% | -14.2% | +177.7% | +160.9% |
| 1Y | +249.5% | +48.9% | +200.6% | +212.5% |
| 3Y | +289.4% | +1,461.7% | -1,172.3% | +116.5% |
| 5Y | +270.2% | +404.1% | -133.9% | +121.1% |
| All | +816.4% | +537.8% | +278.6% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling