+174.0%
ASTS vs MNST
+100.5%
+73.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.4% | +11.5% | +9.7% |
| 7D | -21.1% | -3.4% | -17.7% | -19.7% |
| 30D | -46.7% | +6.6% | -53.3% | -49.3% |
| 3M | -52.0% | -2.9% | -49.1% | -52.1% |
| 6M | -54.3% | +18.4% | -72.7% | -61.1% |
| YTD | -55.5% | +19.3% | -74.8% | -62.8% |
| 1Y | -50.5% | +37.9% | -88.4% | -63.2% |
| 3Y | +706.2% | +62.9% | +643.4% | +395.9% |
| All | +174.0% | +100.5% | +73.5% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling