+230.9%
ASTS vs MAR
+241.3%
-10.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | +4.3% | -25.4% | -22.3% |
| 30D | -46.7% | +16.8% | -63.5% | -49.5% |
| 3M | -52.0% | +16.0% | -68.0% | -54.5% |
| 6M | -54.3% | +16.5% | -70.7% | -56.9% |
| YTD | -55.5% | +35.0% | -90.5% | -60.2% |
| 1Y | -50.5% | +49.4% | -99.8% | -57.4% |
| 3Y | +706.2% | +124.1% | +582.2% | +519.2% |
| 5Y | +165.2% | +159.2% | +6.0% | +96.0% |
| All | +230.9% | +241.3% | -10.4% | +138.0% |
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