+265.1%
MU vs ASTS
-47.5%
+312.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -5.9% |
| 7D | -19.1% | -15.8% | -3.3% | -15.2% |
| 30D | -25.2% | -39.0% | +13.8% | -15.2% |
| 3M | -10.9% | -49.3% | +38.4% | +5.3% |
| 6M | +38.0% | -47.9% | +85.9% | +58.0% |
| YTD | +178.8% | -51.0% | +229.8% | +207.7% |
| 1Y | +265.1% | -49.2% | +314.3% | +301.3% |
| All | +265.1% | -47.5% | +312.6% | +301.3% |
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