-40.6%
ASTS vs MKC
-21.6%
-19.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.1% |
| 7D | +7.3% | -5.9% | +13.2% | +5.9% |
| 30D | -8.9% | -0.9% | -8.0% | -9.2% |
| 3M | -41.9% | +12.7% | -54.6% | -41.3% |
| 6M | -40.6% | -19.3% | -21.3% | -53.3% |
| All | -40.6% | -21.6% | -19.0% | -53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling