+160.4%
ASTS vs MARA
-90.4%
+250.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.5% |
| 7D | +0.8% | +10.1% | -9.2% | -2.6% |
| 30D | -22.6% | -15.1% | -7.6% | -18.3% |
| 3M | -54.4% | -24.1% | -30.3% | -50.9% |
| 6M | -56.4% | -45.2% | -11.2% | -48.5% |
| YTD | -55.1% | -22.2% | -33.0% | -53.0% |
| 1Y | -46.9% | -45.3% | -1.6% | -37.7% |
| 3Y | +715.0% | -23.9% | +738.9% | +651.5% |
| All | +160.4% | -90.4% | +250.8% | +241.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling