+233.7%
ASTS vs MDB
+163.1%
+70.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.0% |
| 7D | +0.8% | +6.8% | -6.0% | -1.0% |
| 30D | -22.6% | -6.2% | -16.4% | -20.8% |
| 3M | -54.4% | -29.2% | -25.2% | -50.1% |
| 6M | -56.4% | +10.3% | -66.7% | -58.9% |
| YTD | -55.1% | -20.4% | -34.7% | -54.9% |
| 1Y | -46.9% | -4.8% | -42.1% | -49.6% |
| 3Y | +715.0% | -11.6% | +726.6% | +628.9% |
| 5Y | +153.7% | -41.0% | +194.7% | +110.4% |
| All | +233.7% | +163.1% | +70.5% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling