+274.8%
ASTS vs MDB
+166.2%
+108.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.8% | +6.8% | +8.1% |
| 7D | +2.8% | +3.0% | -0.2% | +2.3% |
| 30D | -28.8% | -11.3% | -17.5% | -25.8% |
| 3M | -48.9% | -23.0% | -25.9% | -45.6% |
| 6M | -55.6% | +14.8% | -70.4% | -58.7% |
| YTD | -49.6% | -19.4% | -30.1% | -49.5% |
| 1Y | -46.1% | -9.0% | -37.1% | -48.0% |
| 3Y | +749.7% | -10.3% | +759.9% | +656.4% |
| 5Y | +193.2% | -38.4% | +231.6% | +141.6% |
| All | +274.8% | +166.2% | +108.6% | +191.5% |
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