+230.9%
ASTS vs MDB
+146.3%
+84.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.3% | +6.2% |
| 7D | -21.1% | -11.4% | -9.7% | -17.8% |
| 30D | -46.7% | -13.8% | -32.9% | -44.1% |
| 3M | -52.0% | -15.5% | -36.6% | -50.4% |
| 6M | -54.3% | +17.9% | -72.2% | -58.1% |
| YTD | -55.5% | -25.5% | -30.0% | -54.4% |
| 1Y | -50.5% | -12.1% | -38.4% | -51.9% |
| 3Y | +706.2% | -5.9% | +712.1% | +605.0% |
| 5Y | +165.2% | -43.7% | +208.9% | +123.7% |
| All | +230.9% | +146.3% | +84.6% | +163.1% |
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