-52.7%
ASTS vs MARA
-44.2%
-8.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.2% | -3.3% |
| 7D | +14.2% | +22.4% | -8.2% | +4.7% |
| 30D | -26.7% | -21.0% | -5.7% | -20.4% |
| 3M | -53.6% | -25.3% | -28.3% | -49.7% |
| 6M | -52.7% | -43.4% | -9.3% | -45.1% |
| All | -52.7% | -44.2% | -8.5% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling