+233.7%
ASTS vs MAR
+246.8%
-13.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.4% |
| 7D | +0.8% | +1.6% | -0.8% | +0.3% |
| 30D | -22.6% | +13.8% | -36.4% | -26.1% |
| 3M | -54.4% | +20.3% | -74.7% | -57.3% |
| 6M | -56.4% | +21.3% | -77.7% | -59.5% |
| YTD | -55.1% | +37.2% | -92.3% | -60.1% |
| 1Y | -46.9% | +48.4% | -95.4% | -54.3% |
| 3Y | +715.0% | +120.1% | +594.9% | +527.8% |
| 5Y | +153.7% | +182.1% | -28.4% | +85.6% |
| All | +233.7% | +246.8% | -13.1% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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