+230.9%
ASTS vs MLM
+106.1%
+124.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.8% |
| 7D | -21.1% | -4.1% | -17.0% | -19.7% |
| 30D | -46.7% | +8.2% | -54.9% | -48.4% |
| 3M | -52.0% | -3.6% | -48.4% | -51.3% |
| 6M | -54.3% | -15.6% | -38.7% | -51.8% |
| YTD | -55.5% | -16.4% | -39.1% | -52.6% |
| 1Y | -50.5% | -14.3% | -36.1% | -47.7% |
| 3Y | +706.2% | +19.3% | +686.9% | +637.5% |
| 5Y | +165.2% | +29.6% | +135.6% | +129.0% |
| All | +230.9% | +106.1% | +124.8% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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