+717.2%
MSTR vs ASTS
+277.6%
+439.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +14.1% | -16.7% | -5.6% |
| 7D | -4.0% | +1.5% | -5.5% | -4.7% |
| 30D | -18.6% | -27.6% | +9.0% | -13.4% |
| 3M | +25.6% | -48.7% | +74.3% | +42.4% |
| 6M | -33.1% | -50.8% | +17.8% | -25.8% |
| YTD | -17.3% | -49.2% | +31.9% | -12.2% |
| 1Y | -48.1% | -46.7% | -1.4% | -46.3% |
| 3Y | +154.2% | +793.2% | -639.0% | +8.7% |
| 5Y | +46.2% | +195.6% | -149.4% | -28.5% |
| All | +717.2% | +277.6% | +439.6% | +305.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling