+538.9%
ASTS vs MGY
+213.0%
+325.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | -9.2% | +6.8% | -16.1% | -10.3% |
| 3M | -29.6% | +2.6% | -32.2% | -30.6% |
| 6M | -30.5% | -3.1% | -27.3% | -31.0% |
| YTD | -14.1% | +29.4% | -43.5% | -19.7% |
| 1Y | +69.1% | +22.3% | +46.8% | +59.8% |
| 3Y | +1,525.5% | +26.6% | +1,499.0% | +1,421.9% |
| 5Y | +425.9% | +92.1% | +333.7% | +374.6% |
| All | +538.9% | +213.0% | +325.9% | +477.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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