+537.8%
ASTS vs MLM
+104.8%
+433.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +7.3% | -2.9% | +10.2% | +8.7% |
| 30D | -8.9% | -6.8% | -2.1% | -6.1% |
| 3M | -41.9% | -11.2% | -30.7% | -40.0% |
| 6M | -40.6% | -21.8% | -18.8% | -35.0% |
| YTD | -14.2% | -17.0% | +2.8% | -8.4% |
| 1Y | +48.9% | -16.4% | +65.2% | +58.9% |
| 3Y | +1,461.7% | +14.5% | +1,447.2% | +1,351.8% |
| 5Y | +404.1% | +41.7% | +362.4% | +333.0% |
| All | +537.8% | +104.8% | +433.0% | +436.3% |
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