+253.1%
ASTS vs MKC
-32.9%
+286.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.9% |
| 7D | +14.2% | -7.3% | +21.5% | +13.6% |
| 30D | -26.7% | +4.0% | -30.7% | -26.5% |
| 3M | -53.6% | -11.5% | -42.1% | -53.9% |
| 6M | -52.7% | +1.1% | -53.8% | -52.7% |
| YTD | -52.5% | -29.9% | -22.6% | -53.3% |
| 1Y | -46.5% | -27.0% | -19.5% | -47.4% |
| 3Y | +700.5% | -22.3% | +722.8% | +671.2% |
| 5Y | +168.5% | -36.0% | +204.5% | +162.6% |
| All | +253.1% | -32.9% | +286.1% | +240.1% |
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