+2,577.5%
MUU vs ASTS
+79.1%
+2,498.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.1% | -6.0% |
| 7D | +13.9% | +18.5% | -4.6% | +4.4% |
| 30D | +24.8% | -8.1% | +32.9% | +29.6% |
| 3M | -15.7% | -28.2% | +12.4% | -3.7% |
| 6M | +338.9% | -26.1% | +365.0% | +381.2% |
| YTD | +563.2% | -9.0% | +572.1% | +556.0% |
| 1Y | +2,577.5% | +62.2% | +2,515.3% | +2,204.8% |
| All | +2,577.5% | +79.1% | +2,498.4% | +2,204.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling