-49.2%
ASTS vs MCK
+31.3%
-80.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.0% | -11.1% | -0.9% |
| 7D | -15.8% | +11.3% | -27.1% | -11.4% |
| 30D | -39.0% | +16.8% | -55.9% | -34.4% |
| 3M | -49.3% | +28.9% | -78.3% | -42.7% |
| 6M | -47.9% | +32.7% | -80.6% | -38.9% |
| YTD | -51.0% | +30.8% | -81.7% | -37.6% |
| 1Y | -49.2% | +27.6% | -76.7% | -38.2% |
| All | -49.2% | +31.3% | -80.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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