+230.9%
ASTS vs MDT
+14.2%
+216.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.8% |
| 7D | -21.1% | +5.4% | -26.5% | -22.4% |
| 30D | -46.7% | +19.1% | -65.7% | -49.5% |
| 3M | -52.0% | +19.5% | -71.5% | -54.6% |
| 6M | -54.3% | +33.5% | -87.7% | -58.9% |
| YTD | -55.5% | +8.7% | -64.2% | -56.8% |
| 1Y | -50.5% | +16.8% | -67.3% | -53.1% |
| 3Y | +706.2% | +53.0% | +653.3% | +607.6% |
| 5Y | +165.2% | -2.9% | +168.1% | +146.0% |
| All | +230.9% | +14.2% | +216.7% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling