+230.9%
ASTS vs MARA
+373.9%
-143.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.9% | +5.6% |
| 7D | -21.1% | -6.2% | -14.9% | -19.9% |
| 30D | -46.7% | -38.7% | -8.0% | -41.4% |
| 3M | -52.0% | -40.4% | -11.6% | -47.5% |
| 6M | -54.3% | -51.3% | -3.0% | -48.2% |
| YTD | -55.5% | -29.3% | -26.2% | -52.9% |
| 1Y | -50.5% | -60.2% | +9.7% | -42.3% |
| 3Y | +706.2% | -31.3% | +737.5% | +732.3% |
| 5Y | +165.2% | -90.1% | +255.3% | +186.9% |
| All | +230.9% | +373.9% | -143.0% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling