+233.7%
ASTS vs MDT
+15.4%
+218.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | -22.6% | +9.2% | -31.8% | -24.7% |
| 3M | -54.4% | +14.5% | -68.9% | -56.3% |
| 6M | -56.4% | +37.3% | -93.7% | -61.0% |
| YTD | -55.1% | +9.8% | -64.9% | -56.5% |
| 1Y | -46.9% | +10.5% | -57.5% | -48.7% |
| 3Y | +715.0% | +57.4% | +657.6% | +610.6% |
| 5Y | +153.7% | +1.2% | +152.5% | +134.8% |
| All | +233.7% | +15.4% | +218.3% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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