+6.9%
ASTS vs MDLN
-0.9%
+7.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.2% | +11.3% | +6.4% |
| 7D | +18.5% | -1.2% | +19.7% | +18.5% |
| 30D | -8.1% | -1.5% | -6.6% | -8.3% |
| 3M | -28.2% | +2.6% | -30.8% | -27.2% |
| 6M | -26.1% | -20.9% | -5.2% | -26.1% |
| YTD | -9.0% | -17.4% | +8.4% | -8.8% |
| All | +6.9% | -0.9% | +7.8% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling