-0.8%
MSFT vs ASTS
+37.2%
-38.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | +7.3% | -10.0% | -2.9% |
| 30D | +2.7% | -8.9% | +11.6% | +2.9% |
| 3M | +17.0% | -41.9% | +58.9% | +17.5% |
| 6M | +23.8% | -40.6% | +64.4% | +23.5% |
| YTD | +4.0% | -14.2% | +18.2% | +2.7% |
| 1Y | -0.8% | +48.9% | -49.7% | -2.2% |
| All | -0.8% | +37.2% | -38.1% | -2.2% |
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 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