+537.8%
ASTS vs MARA
+744.0%
-206.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.7% |
| 7D | +7.3% | +6.0% | +1.3% | +6.1% |
| 30D | -8.9% | +0.6% | -9.5% | -9.5% |
| 3M | -41.9% | -18.5% | -23.4% | -40.3% |
| 6M | -40.6% | +21.7% | -62.3% | -43.1% |
| YTD | -14.2% | +25.9% | -40.2% | -18.5% |
| 1Y | +48.9% | -25.1% | +74.0% | +54.3% |
| 3Y | +1,461.7% | -5.7% | +1,467.4% | +1,383.4% |
| 5Y | +404.1% | -73.9% | +478.1% | +380.0% |
| All | +537.8% | +744.0% | -206.3% | +478.6% |
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