+1,106.1%
MUU vs ASTS
+50.7%
+1,055.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.7% | +6.1% | +2.0% |
| 7D | -32.5% | -9.3% | -23.2% | -26.7% |
| 30D | -55.2% | -33.9% | -21.3% | -42.7% |
| 3M | -40.7% | -51.0% | +10.3% | -13.5% |
| 6M | -43.9% | -55.1% | +11.2% | -16.1% |
| YTD | +203.2% | -53.6% | +256.8% | +318.5% |
| 1Y | +257.0% | -51.0% | +308.0% | +370.0% |
| All | +1,106.1% | +50.7% | +1,055.3% | +712.4% |
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