+1,362.8%
MU vs ASTS
+230.9%
+1,131.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -1.9% | +4.1% |
| 7D | -22.0% | -21.1% | -0.9% | -19.1% |
| 30D | -36.6% | -46.7% | +10.1% | -30.6% |
| 3M | -21.7% | -52.0% | +30.3% | -13.5% |
| 6M | +3.5% | -54.3% | +57.8% | +14.1% |
| YTD | +141.9% | -55.5% | +197.4% | +162.5% |
| 1Y | +189.8% | -50.5% | +240.3% | +208.2% |
| 3Y | +855.4% | +706.2% | +149.1% | +577.5% |
| 5Y | +869.2% | +165.2% | +703.9% | +617.4% |
| All | +1,362.8% | +230.9% | +1,131.9% | +850.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling