+2,620.0%
MUU vs ASTS
+178.8%
+2,441.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.3% | +11.3% | +11.5% |
| 7D | +17.4% | +7.3% | +10.0% | +13.2% |
| 30D | +24.0% | -8.9% | +32.8% | +29.4% |
| 3M | -23.9% | -41.9% | +18.0% | -1.5% |
| 6M | +284.4% | -40.6% | +325.0% | +369.0% |
| YTD | +583.7% | -14.2% | +597.9% | +577.9% |
| 1Y | +2,981.5% | +48.9% | +2,932.6% | +2,092.1% |
| All | +2,620.0% | +178.8% | +2,441.2% | +1,215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling