+277.6%
ASTS vs MARA
+395.5%
-117.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.6% | +9.5% | +13.2% |
| 7D | +1.5% | +3.3% | -1.7% | +1.2% |
| 30D | -27.6% | -31.2% | +3.6% | -22.1% |
| 3M | -48.7% | -34.2% | -14.5% | -44.8% |
| 6M | -50.8% | -48.7% | -2.2% | -44.9% |
| YTD | -49.2% | -26.1% | -23.2% | -46.7% |
| 1Y | -46.7% | -58.2% | +11.5% | -38.4% |
| 3Y | +793.2% | -28.1% | +821.3% | +815.9% |
| 5Y | +195.6% | -91.3% | +286.9% | +220.2% |
| All | +277.6% | +395.5% | -117.9% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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