+269.8%
MSFT vs ASTS
+537.8%
-268.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | +7.3% | -10.0% | -3.1% |
| 30D | +2.7% | -8.9% | +11.6% | +3.0% |
| 3M | +17.0% | -41.9% | +58.9% | +19.4% |
| 6M | +23.8% | -40.6% | +64.4% | +25.1% |
| YTD | +4.0% | -14.2% | +18.2% | +2.3% |
| 1Y | -0.8% | +48.9% | -49.7% | -6.3% |
| 3Y | +55.6% | +1,461.7% | -1,406.1% | +19.1% |
| 5Y | +72.9% | +404.1% | -331.2% | +35.3% |
| All | +269.8% | +537.8% | -268.0% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling