+244.8%
ASTS vs MAR
+251.0%
-6.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.7% | -11.3% | -9.5% |
| 7D | -9.3% | +2.9% | -12.2% | -10.2% |
| 30D | -33.9% | +17.0% | -50.9% | -37.4% |
| 3M | -51.0% | +23.2% | -74.2% | -54.5% |
| 6M | -55.1% | +21.7% | -76.9% | -58.4% |
| YTD | -53.6% | +38.9% | -92.5% | -59.0% |
| 1Y | -51.0% | +48.7% | -99.6% | -57.7% |
| 3Y | +681.7% | +122.9% | +558.8% | +499.5% |
| 5Y | +182.4% | +177.5% | +4.9% | +106.1% |
| All | +244.8% | +251.0% | -6.1% | +145.5% |
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