+120.4%
MSTR vs ASTS
+400.6%
-280.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | +7.3% | +4.8% | +10.3% |
| 30D | +45.2% | -8.9% | +54.0% | +47.6% |
| 3M | +10.4% | -41.9% | +52.3% | +21.8% |
| 6M | -2.5% | -40.6% | +38.1% | +3.7% |
| YTD | -6.0% | -14.2% | +8.2% | -9.7% |
| 1Y | -56.4% | +48.9% | -105.3% | -63.9% |
| 3Y | +306.3% | +1,461.7% | -1,155.4% | +47.7% |
| All | +120.4% | +400.6% | -280.3% | -12.1% |
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