+1,505.9%
ASTS vs MNST
+55.2%
+1,450.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +7.3% | -6.5% | +13.8% | +9.9% |
| 30D | -8.9% | -7.2% | -1.7% | -6.8% |
| 3M | -41.9% | -1.0% | -40.9% | -42.9% |
| 6M | -40.6% | +11.5% | -52.1% | -45.0% |
| YTD | -14.2% | +14.3% | -28.5% | -22.1% |
| 1Y | +48.9% | +38.1% | +10.7% | +22.2% |
| All | +1,505.9% | +55.2% | +1,450.7% | +953.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling