+413.4%
ASTS vs MCK
+342.6%
+70.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -4.1% |
| 7D | -3.6% | -4.4% | +0.8% | -3.9% |
| 30D | -16.4% | -2.2% | -14.1% | -16.5% |
| 3M | -31.4% | +11.6% | -42.9% | -30.7% |
| 6M | -31.6% | -4.9% | -26.6% | -30.4% |
| YTD | -17.5% | +7.7% | -25.2% | -15.8% |
| 1Y | +59.4% | +25.2% | +34.2% | +61.1% |
| 3Y | +1,460.2% | +112.1% | +1,348.0% | +1,369.5% |
| 5Y | +413.4% | +345.8% | +67.5% | +258.5% |
| All | +413.4% | +342.6% | +70.8% | +258.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling