+1,505.9%
ASTS vs MLM
+15.1%
+1,490.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.3% |
| 7D | +7.3% | -2.9% | +10.2% | +9.0% |
| 30D | -8.9% | -6.8% | -2.1% | -5.6% |
| 3M | -41.9% | -11.2% | -30.7% | -40.1% |
| 6M | -40.6% | -21.8% | -18.8% | -33.3% |
| YTD | -14.2% | -17.0% | +2.8% | -7.3% |
| 1Y | +48.9% | -16.4% | +65.2% | +60.7% |
| All | +1,505.9% | +15.1% | +1,490.8% | +1,131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling