+274.8%
ASTS vs MARA
+471.6%
-196.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.4% | +4.3% | +7.9% |
| 7D | +2.8% | +11.5% | -8.7% | +0.8% |
| 30D | -28.8% | -18.9% | -10.0% | -25.9% |
| 3M | -48.9% | -20.9% | -28.0% | -47.0% |
| 6M | -55.6% | -42.8% | -12.8% | -51.4% |
| YTD | -49.6% | -14.7% | -34.9% | -48.6% |
| 1Y | -46.1% | -47.6% | +1.6% | -40.3% |
| 3Y | +749.7% | -20.3% | +769.9% | +750.0% |
| 5Y | +193.2% | -89.2% | +282.4% | +207.5% |
| All | +274.8% | +471.6% | -196.8% | +264.8% |
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