+53.8%
MSFT vs ASTS
+636.6%
-582.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.2% | +11.6% | -3.1% |
| 7D | +1.1% | -29.9% | +31.0% | +2.2% |
| 30D | +1.3% | -52.2% | +53.4% | +3.4% |
| 3M | +10.2% | -55.8% | +66.0% | +12.6% |
| 6M | +30.8% | -52.7% | +83.5% | +32.4% |
| YTD | +11.5% | -58.4% | +69.9% | +12.8% |
| 1Y | +6.5% | -57.1% | +63.6% | +7.3% |
| All | +53.8% | +636.6% | -582.7% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling