-49.3%
MSTR vs ASTS
-56.7%
+7.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +5.9% | -5.7% |
| 7D | -8.7% | -29.9% | +21.2% | -1.1% |
| 30D | -21.4% | -52.2% | +30.7% | -7.7% |
| 3M | +31.4% | -55.8% | +87.3% | +55.8% |
| 6M | -30.8% | -52.7% | +21.9% | -23.5% |
| YTD | -14.9% | -58.4% | +43.5% | -8.1% |
| 1Y | -49.3% | -57.1% | +7.8% | -47.6% |
| All | -49.3% | -56.7% | +7.4% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling