+189.8%
MU vs ASTS
-53.0%
+242.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -1.9% | +3.0% |
| 7D | -22.0% | -21.1% | -0.9% | -16.3% |
| 30D | -36.6% | -46.7% | +10.1% | -24.7% |
| 3M | -21.7% | -52.0% | +30.3% | -5.4% |
| 6M | +3.5% | -54.3% | +57.8% | +23.5% |
| YTD | +141.9% | -55.5% | +197.4% | +175.0% |
| 1Y | +189.8% | -50.5% | +240.3% | +217.5% |
| All | +189.8% | -53.0% | +242.9% | +217.5% |
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 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