-46.3%
ASTS vs MKC
-23.7%
-22.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.1% | +15.2% | +13.6% |
| 7D | +1.5% | -1.9% | +3.5% | +0.9% |
| 30D | -27.6% | +8.0% | -35.6% | -24.6% |
| 3M | -48.7% | -8.6% | -40.1% | -50.8% |
| 6M | -50.8% | +1.1% | -51.9% | -50.1% |
| YTD | -49.2% | -27.7% | -21.5% | -63.5% |
| All | -46.3% | -23.7% | -22.6% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling