+264.6%
ASTS vs MNST
+245.5%
+19.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -5.6% |
| 7D | -15.8% | +6.8% | -22.6% | -18.4% |
| 30D | -39.0% | +12.0% | -51.1% | -42.4% |
| 3M | -49.3% | +3.5% | -52.9% | -50.7% |
| 6M | -47.9% | +29.7% | -77.6% | -55.1% |
| YTD | -51.0% | +27.2% | -78.1% | -57.7% |
| 1Y | -49.2% | +45.8% | -95.0% | -59.1% |
| 3Y | +760.4% | +75.5% | +684.9% | +511.7% |
| 5Y | +185.6% | +122.1% | +63.5% | +78.4% |
| All | +264.6% | +245.5% | +19.1% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling