+1,362.4%
MU vs ASTS
+1,473.5%
-111.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.1% |
| 7D | +9.0% | +7.3% | +1.6% | +7.9% |
| 30D | +13.8% | -8.9% | +22.7% | +15.1% |
| 3M | +2.1% | -41.9% | +44.0% | +8.5% |
| 6M | +153.8% | -40.6% | +194.4% | +165.1% |
| YTD | +256.4% | -14.2% | +270.6% | +254.2% |
| 1Y | +719.8% | +48.9% | +670.9% | +660.6% |
| All | +1,362.4% | +1,473.5% | -111.0% | +1,126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling