+244.8%
ASTS vs MDT
+14.0%
+230.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.5% | -8.4% |
| 7D | -9.3% | +2.7% | -12.1% | -10.1% |
| 30D | -33.9% | +14.8% | -48.7% | -36.6% |
| 3M | -51.0% | +14.6% | -65.6% | -53.1% |
| 6M | -55.1% | +35.7% | -90.8% | -59.8% |
| YTD | -53.6% | +8.5% | -62.1% | -54.9% |
| 1Y | -51.0% | +13.3% | -64.2% | -53.0% |
| 3Y | +681.7% | +58.6% | +623.1% | +580.1% |
| 5Y | +182.4% | -2.6% | +185.0% | +162.2% |
| All | +244.8% | +14.0% | +230.9% | +214.4% |
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