+9.0%
MSFT vs ASTS
-47.5%
+56.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.1% | +10.8% | +6.8% |
| 7D | +4.7% | -15.8% | +20.5% | +5.3% |
| 30D | +5.8% | -39.0% | +44.9% | +7.4% |
| 3M | +13.0% | -49.3% | +62.3% | +15.2% |
| 6M | +34.9% | -47.9% | +82.9% | +34.9% |
| YTD | +15.7% | -51.0% | +66.6% | +16.0% |
| 1Y | +9.0% | -49.2% | +58.1% | +8.6% |
| All | +9.0% | -47.5% | +56.4% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling