+576.8%
ASTS vs MARA
+782.8%
-206.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.6% | +1.5% | +5.3% |
| 7D | +18.5% | +15.6% | +2.9% | +15.3% |
| 30D | -8.1% | +17.2% | -25.3% | -11.1% |
| 3M | -28.2% | -14.2% | -14.0% | -26.9% |
| 6M | -26.1% | +47.7% | -73.8% | -31.6% |
| YTD | -9.0% | +31.7% | -40.7% | -14.2% |
| 1Y | +62.2% | -22.2% | +84.3% | +66.9% |
| 3Y | +1,621.9% | +8.4% | +1,613.4% | +1,506.1% |
| 5Y | +457.0% | -68.3% | +525.3% | +422.6% |
| All | +576.8% | +782.8% | -206.1% | +509.1% |
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