+1,505.9%
ASTS vs MDB
-5.3%
+1,511.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.5% |
| 7D | +7.3% | -17.4% | +24.8% | +12.6% |
| 30D | -8.9% | -2.0% | -6.9% | -9.5% |
| 3M | -41.9% | -3.0% | -38.9% | -42.1% |
| 6M | -40.6% | +48.7% | -89.3% | -49.2% |
| YTD | -14.2% | -12.1% | -2.1% | -15.0% |
| 1Y | +48.9% | +14.5% | +34.4% | +34.1% |
| All | +1,505.9% | -5.3% | +1,511.3% | +1,310.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling