+244.8%
ASTS vs MKC
-32.5%
+277.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -8.9% |
| 7D | -9.3% | -2.4% | -6.9% | -9.5% |
| 30D | -33.9% | +5.4% | -39.3% | -33.6% |
| 3M | -51.0% | -11.1% | -39.9% | -51.3% |
| 6M | -55.1% | -1.4% | -53.7% | -55.1% |
| YTD | -53.6% | -29.4% | -24.2% | -54.4% |
| 1Y | -51.0% | -24.7% | -26.2% | -51.8% |
| 3Y | +681.7% | -21.8% | +703.5% | +653.5% |
| 5Y | +182.4% | -36.0% | +218.4% | +176.3% |
| All | +244.8% | -32.5% | +277.3% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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