-46.5%
ASTS vs MARA
-51.9%
+5.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.2% | -2.7% |
| 7D | +14.2% | +22.4% | -8.2% | +2.3% |
| 30D | -26.7% | -21.0% | -5.7% | -17.7% |
| 3M | -53.6% | -25.3% | -28.3% | -48.4% |
| 6M | -52.7% | -43.4% | -9.3% | -41.1% |
| YTD | -52.5% | -19.8% | -32.7% | -53.1% |
| 1Y | -46.5% | -50.0% | +3.5% | -25.4% |
| All | -46.5% | -51.9% | +5.4% | -25.4% |
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