+64.1%
MSFT vs ASTS
+163.9%
-99.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.0% | -1.4% |
| 7D | +1.7% | -21.1% | +22.8% | +2.9% |
| 30D | +0.2% | -46.7% | +46.9% | +3.5% |
| 3M | +6.4% | -52.0% | +58.4% | +10.2% |
| 6M | +28.7% | -54.3% | +83.0% | +32.0% |
| YTD | +10.4% | -55.5% | +65.9% | +12.1% |
| 1Y | +7.6% | -50.5% | +58.1% | +8.0% |
| 3Y | +52.3% | +706.2% | -653.9% | +17.1% |
| All | +64.1% | +163.9% | -99.9% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling