+66.2%
MSFT vs ASTS
+138.7%
-72.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.2% | +11.6% | -2.7% |
| 7D | +1.1% | -29.9% | +31.0% | +3.0% |
| 30D | +1.3% | -52.2% | +53.4% | +5.2% |
| 3M | +10.2% | -55.8% | +66.0% | +14.7% |
| 6M | +30.8% | -52.7% | +83.5% | +33.9% |
| YTD | +11.5% | -58.4% | +69.9% | +13.7% |
| 1Y | +6.5% | -57.1% | +63.6% | +7.8% |
| 3Y | +55.5% | +629.5% | -574.0% | +20.5% |
| 5Y | +66.2% | +147.7% | -81.6% | +27.3% |
| All | +66.2% | +138.7% | -72.6% | +27.3% |
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