+827.5%
MSTR vs ASTS
+264.6%
+562.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.1% | +9.2% | +6.0% |
| 7D | -1.8% | -15.8% | +14.0% | +1.7% |
| 30D | -13.3% | -39.0% | +25.7% | -4.2% |
| 3M | +46.0% | -49.3% | +95.3% | +66.6% |
| 6M | -22.4% | -47.9% | +25.5% | -15.0% |
| YTD | -6.2% | -51.0% | +44.8% | +0.7% |
| 1Y | -42.3% | -49.2% | +6.9% | -39.4% |
| 3Y | +214.0% | +760.4% | -546.4% | +35.9% |
| 5Y | +78.2% | +185.6% | -107.5% | -11.9% |
| All | +827.5% | +264.6% | +562.9% | +364.9% |
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