+287.0%
MSFT vs ASTS
+253.1%
+33.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.1% | +0.7% |
| 7D | -2.4% | +14.2% | -16.7% | -3.2% |
| 30D | -3.8% | -26.7% | +22.9% | -2.4% |
| 3M | +6.4% | -53.6% | +60.0% | +10.2% |
| 6M | +28.8% | -52.7% | +81.5% | +31.8% |
| YTD | +8.8% | -52.5% | +61.3% | +10.0% |
| 1Y | +3.2% | -46.5% | +49.7% | +3.1% |
| 3Y | +44.8% | +700.5% | -655.7% | +15.2% |
| 5Y | +61.8% | +168.5% | -106.6% | +30.2% |
| All | +287.0% | +253.1% | +33.9% | +176.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling