+52.3%
MSFT vs ASTS
+688.5%
-636.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.0% | -1.2% |
| 7D | +1.7% | -21.1% | +22.8% | +2.4% |
| 30D | +0.2% | -46.7% | +46.9% | +2.0% |
| 3M | +6.4% | -52.0% | +58.4% | +8.5% |
| 6M | +28.7% | -54.3% | +83.0% | +30.4% |
| YTD | +10.4% | -55.5% | +65.9% | +11.4% |
| 1Y | +7.6% | -50.5% | +58.1% | +7.9% |
| 3Y | +52.3% | +706.2% | -653.9% | +48.8% |
| All | +52.3% | +688.5% | -636.2% | +48.8% |
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