+253.1%
ASTS vs MDB
+167.5%
+85.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -5.9% |
| 7D | +14.2% | +11.6% | +2.7% | +10.7% |
| 30D | -26.7% | -8.9% | -17.8% | -24.2% |
| 3M | -53.6% | -22.4% | -31.2% | -50.7% |
| 6M | -52.7% | +10.1% | -62.8% | -55.4% |
| YTD | -52.5% | -19.0% | -33.5% | -52.5% |
| 1Y | -46.5% | -7.0% | -39.5% | -48.8% |
| 3Y | +700.5% | -9.8% | +710.3% | +611.5% |
| 5Y | +168.5% | -40.1% | +208.5% | +121.5% |
| All | +253.1% | +167.5% | +85.6% | +174.2% |
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