+209.1%
ASTS vs MLM
+110.0%
+99.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.2% | -10.1% | -13.1% |
| 7D | -29.9% | -1.2% | -28.7% | -29.5% |
| 30D | -52.2% | +7.9% | -60.1% | -53.6% |
| 3M | -55.8% | -4.5% | -51.4% | -55.0% |
| 6M | -52.7% | -12.6% | -40.1% | -50.8% |
| YTD | -58.4% | -14.9% | -43.6% | -56.0% |
| 1Y | -57.1% | -13.1% | -44.0% | -54.9% |
| 3Y | +629.5% | +21.2% | +608.2% | +563.3% |
| 5Y | +147.7% | +32.0% | +115.7% | +112.4% |
| All | +209.1% | +110.0% | +99.1% | +157.3% |
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