+233.7%
ASTS vs MET
+176.9%
+56.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.8% |
| 7D | +0.8% | +4.5% | -3.6% | -0.7% |
| 30D | -22.6% | +3.5% | -26.2% | -23.6% |
| 3M | -54.4% | +5.9% | -60.4% | -55.5% |
| 6M | -56.4% | +33.1% | -89.5% | -61.3% |
| YTD | -55.1% | +33.6% | -88.7% | -60.3% |
| 1Y | -46.9% | +32.7% | -79.6% | -52.8% |
| 3Y | +715.0% | +85.0% | +630.0% | +551.9% |
| 5Y | +153.7% | +85.6% | +68.1% | +105.9% |
| All | +233.7% | +176.9% | +56.7% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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