+1,437.2%
MU vs ASTS
+244.8%
+1,192.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | +0.2% |
| 7D | -15.2% | -9.3% | -5.9% | -13.8% |
| 30D | -29.5% | -33.9% | +4.4% | -25.2% |
| 3M | -15.8% | -51.0% | +35.2% | -7.2% |
| 6M | -2.9% | -55.1% | +52.2% | +7.0% |
| YTD | +154.2% | -53.6% | +207.9% | +174.0% |
| 1Y | +186.6% | -51.0% | +237.6% | +204.6% |
| 3Y | +871.5% | +681.7% | +189.8% | +591.0% |
| 5Y | +911.7% | +182.4% | +729.3% | +642.6% |
| All | +1,437.2% | +244.8% | +1,192.4% | +892.3% |
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 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