+176.7%
MU vs ASTS
-56.7%
+233.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -15.2% | -2.2% | -13.0% |
| 7D | -29.7% | -29.9% | +0.1% | -22.0% |
| 30D | -37.2% | -52.2% | +14.9% | -23.3% |
| 3M | -26.5% | -55.8% | +29.3% | -9.1% |
| 6M | +2.6% | -52.7% | +55.3% | +22.3% |
| YTD | +130.1% | -58.4% | +188.6% | +167.3% |
| 1Y | +176.7% | -57.1% | +233.8% | +213.6% |
| All | +176.7% | -56.7% | +233.4% | +213.6% |
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