-46.3%
ASTS vs MARA
-59.9%
+13.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.6% | +9.5% | +11.7% |
| 7D | +1.5% | +3.3% | -1.7% | +0.2% |
| 30D | -27.6% | -31.2% | +3.6% | -12.1% |
| 3M | -48.7% | -34.2% | -14.5% | -38.6% |
| 6M | -50.8% | -48.7% | -2.2% | -34.8% |
| YTD | -49.2% | -26.1% | -23.2% | -47.2% |
| All | -46.3% | -59.9% | +13.6% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling