+1,138.0%
MUU vs ASTS
+65.1%
+1,073.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +14.1% | -1.6% | +5.0% |
| 7D | -27.2% | +1.5% | -28.7% | -25.3% |
| 30D | -54.0% | -27.6% | -26.4% | -43.8% |
| 3M | -41.4% | -48.7% | +7.3% | -16.5% |
| 6M | -42.5% | -50.8% | +8.4% | -17.8% |
| YTD | +211.2% | -49.2% | +260.4% | +310.3% |
| 1Y | +313.4% | -46.7% | +360.1% | +421.1% |
| All | +1,138.0% | +65.1% | +1,073.0% | +696.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling