+815.5%
ASTS vs MGY
+20.1%
+795.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.5% | +5.2% | +7.6% |
| 7D | +2.8% | +2.6% | +0.2% | +1.7% |
| 30D | -28.8% | -2.0% | -26.8% | -28.5% |
| 3M | -48.9% | -7.8% | -41.0% | -47.8% |
| 6M | -55.6% | -13.9% | -41.7% | -54.3% |
| YTD | -49.6% | +11.6% | -61.2% | -56.6% |
| 1Y | -46.1% | +6.7% | -52.8% | -52.2% |
| All | +815.5% | +20.1% | +795.4% | +619.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling