+653.1%
ASTS vs MNST
+72.2%
+580.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.9% | -13.3% | -14.8% |
| 7D | -29.9% | +3.2% | -33.1% | -30.4% |
| 30D | -52.2% | +10.6% | -62.7% | -53.4% |
| 3M | -55.8% | +1.3% | -57.1% | -56.1% |
| 6M | -52.7% | +26.2% | -78.9% | -57.4% |
| YTD | -58.4% | +24.8% | -83.2% | -62.7% |
| 1Y | -57.1% | +40.9% | -98.0% | -63.3% |
| All | +653.1% | +72.2% | +580.9% | +436.8% |
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