+180.5%
MSTR vs ASTS
+688.5%
-508.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.3% | -1.5% |
| 7D | -1.2% | -21.1% | +19.9% | +2.7% |
| 30D | -15.9% | -46.7% | +30.8% | -6.7% |
| 3M | +33.1% | -52.0% | +85.1% | +49.6% |
| 6M | -31.0% | -54.3% | +23.3% | -23.8% |
| YTD | -15.1% | -55.5% | +40.3% | -8.1% |
| 1Y | -45.6% | -50.5% | +4.8% | -42.7% |
| 3Y | +180.5% | +706.2% | -525.7% | +84.4% |
| All | +180.5% | +688.5% | -508.0% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling