+719.8%
MU vs ASTS
+37.2%
+682.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | +7.3% | +1.6% | +7.0% |
| 30D | +13.8% | -8.9% | +22.7% | +16.0% |
| 3M | +2.1% | -41.9% | +44.0% | +13.1% |
| 6M | +153.8% | -40.6% | +194.4% | +171.0% |
| YTD | +256.4% | -14.2% | +270.6% | +249.1% |
| 1Y | +719.8% | +48.9% | +670.9% | +643.4% |
| All | +719.8% | +37.2% | +682.5% | +643.4% |
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 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