+1,592.7%
MU vs ASTS
+253.1%
+1,339.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -0.7% |
| 7D | +21.6% | +14.2% | +7.4% | +19.3% |
| 30D | -16.2% | -26.7% | +10.5% | -12.3% |
| 3M | -12.4% | -53.6% | +41.2% | -2.7% |
| 6M | +4.2% | -52.7% | +56.9% | +14.1% |
| YTD | +180.0% | -52.5% | +232.5% | +200.8% |
| 1Y | +226.4% | -46.5% | +272.9% | +243.4% |
| 3Y | +969.7% | +700.5% | +269.3% | +658.7% |
| 5Y | +957.9% | +168.5% | +789.5% | +679.1% |
| All | +1,592.7% | +253.1% | +1,339.6% | +989.5% |
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