+160.4%
ASTS vs MKC
-35.5%
+195.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.4% |
| 7D | +0.8% | -3.0% | +3.8% | +0.5% |
| 30D | -22.6% | +4.8% | -27.5% | -22.3% |
| 3M | -54.4% | -12.8% | -41.6% | -54.9% |
| 6M | -56.4% | +5.0% | -61.4% | -56.3% |
| YTD | -55.1% | -29.1% | -26.1% | -56.1% |
| 1Y | -46.9% | -26.4% | -20.5% | -48.2% |
| 3Y | +715.0% | -21.6% | +736.6% | +658.6% |
| All | +160.4% | -35.5% | +195.9% | +215.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling