+1,397.6%
MUU vs ASTS
+63.8%
+1,333.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +8.7% | +15.5% | +19.5% |
| 7D | -2.5% | +2.8% | -5.3% | -0.6% |
| 30D | -39.7% | -28.8% | -10.9% | -25.3% |
| 3M | -27.4% | -48.9% | +21.5% | +4.1% |
| 6M | -38.4% | -55.6% | +17.2% | -7.6% |
| YTD | +276.4% | -49.6% | +326.0% | +400.2% |
| 1Y | +390.7% | -46.1% | +436.8% | +518.1% |
| All | +1,397.6% | +63.8% | +1,333.8% | +870.8% |
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 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