+209.1%
ASTS vs MNST
+239.0%
-29.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.9% | -13.3% | -14.4% |
| 7D | -29.9% | +3.2% | -33.1% | -30.9% |
| 30D | -52.2% | +10.6% | -62.7% | -54.4% |
| 3M | -55.8% | +1.3% | -57.1% | -56.6% |
| 6M | -52.7% | +26.2% | -78.9% | -58.7% |
| YTD | -58.4% | +24.8% | -83.2% | -63.7% |
| 1Y | -57.1% | +40.9% | -98.0% | -64.9% |
| 3Y | +629.5% | +72.2% | +557.3% | +423.6% |
| 5Y | +147.7% | +108.8% | +38.9% | +57.1% |
| All | +209.1% | +239.0% | -29.9% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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