+193.2%
ASTS vs MGY
+30.8%
+162.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.5% | +5.2% | +7.5% |
| 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% | -47.9% |
| 6M | -55.6% | -13.9% | -41.7% | -54.5% |
| YTD | -49.6% | +11.6% | -61.2% | -54.3% |
| 1Y | -46.1% | +6.7% | -52.8% | -50.2% |
| 3Y | +749.7% | +20.6% | +729.0% | +640.7% |
| 5Y | +193.2% | +32.4% | +160.8% | +145.7% |
| All | +193.2% | +30.8% | +162.4% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling