+537.8%
ASTS vs MDB
+190.3%
+347.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.5% |
| 7D | +7.3% | -17.4% | +24.8% | +12.7% |
| 30D | -8.9% | -2.0% | -6.9% | -9.4% |
| 3M | -41.9% | -3.0% | -38.9% | -41.8% |
| 6M | -40.6% | +48.7% | -89.3% | -49.2% |
| YTD | -14.2% | -12.1% | -2.1% | -15.8% |
| 1Y | +48.9% | +14.5% | +34.4% | +34.3% |
| 3Y | +1,461.7% | -6.1% | +1,467.8% | +1,270.5% |
| 5Y | +404.1% | -27.3% | +431.5% | +303.5% |
| All | +537.8% | +190.3% | +347.4% | +385.7% |
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