-42.4%
ASTS vs MDLN
+15.3%
-57.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +18.4% | -22.5% | -3.8% |
| 7D | -15.8% | +24.7% | -40.4% | -15.6% |
| 30D | -39.0% | +12.7% | -51.8% | -38.5% |
| 3M | -49.3% | -4.0% | -45.3% | -49.4% |
| 6M | -47.9% | -8.7% | -39.3% | -47.3% |
| YTD | -51.0% | -3.9% | -47.0% | -50.6% |
| All | -42.4% | +15.3% | -57.7% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling