+230.9%
ASTS vs MDY
+99.6%
+131.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.4% | +6.4% |
| 7D | -21.1% | -1.7% | -19.4% | -19.3% |
| 30D | -46.7% | -0.9% | -45.8% | -45.8% |
| 3M | -52.0% | -5.7% | -46.3% | -48.3% |
| 6M | -54.3% | -2.9% | -51.3% | -51.7% |
| YTD | -55.5% | +9.8% | -65.3% | -57.9% |
| 1Y | -50.5% | +13.5% | -64.0% | -54.1% |
| 3Y | +706.2% | +51.9% | +654.3% | +522.3% |
| 5Y | +165.2% | +32.0% | +133.2% | +122.9% |
| All | +230.9% | +99.6% | +131.3% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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