+829.1%
MSTR vs ASTS
+537.8%
+291.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +47.5% |
| 3M | +10.4% | -41.9% | +52.3% | +21.6% |
| 6M | -2.5% | -40.6% | +38.1% | +3.7% |
| YTD | -6.0% | -14.2% | +8.2% | -9.6% |
| 1Y | -56.4% | +48.9% | -105.3% | -63.8% |
| 3Y | +306.3% | +1,461.7% | -1,155.4% | +53.4% |
| 5Y | +100.5% | +404.1% | -303.6% | -11.7% |
| All | +829.1% | +537.8% | +291.4% | +317.2% |
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