+209.1%
ASTS vs MDB
+139.8%
+69.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.2% | -8.0% | -13.1% |
| 7D | -29.9% | -20.9% | -9.0% | -24.5% |
| 30D | -52.2% | -15.6% | -36.6% | -49.5% |
| 3M | -55.8% | -19.1% | -36.8% | -53.8% |
| 6M | -52.7% | +14.2% | -66.9% | -56.2% |
| YTD | -58.4% | -27.4% | -31.0% | -57.1% |
| 1Y | -57.1% | -13.0% | -44.0% | -58.2% |
| 3Y | +629.5% | -11.2% | +640.7% | +549.0% |
| 5Y | +147.7% | -45.2% | +192.9% | +110.5% |
| All | +209.1% | +139.8% | +69.3% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling