+808.8%
MU vs ASTS
+636.6%
+172.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -15.2% | -2.2% | -15.2% |
| 7D | -29.7% | -29.9% | +0.1% | -25.8% |
| 30D | -37.2% | -52.2% | +14.9% | -30.1% |
| 3M | -26.5% | -55.8% | +29.3% | -17.7% |
| 6M | +2.6% | -52.7% | +55.3% | +13.0% |
| YTD | +130.1% | -58.4% | +188.6% | +153.3% |
| 1Y | +176.7% | -57.1% | +233.8% | +201.3% |
| All | +808.8% | +636.6% | +172.3% | +745.1% |
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