+221.7%
ASTS vs MP
+257.7%
-36.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.9% | +2.1% | +4.9% |
| 7D | -21.1% | -10.5% | -10.6% | -16.8% |
| 30D | -46.7% | -23.5% | -23.2% | -39.8% |
| 3M | -52.0% | -25.4% | -26.6% | -45.2% |
| 6M | -54.3% | -51.3% | -3.0% | -37.4% |
| YTD | -55.5% | -29.9% | -25.6% | -46.5% |
| 1Y | -50.5% | -31.8% | -18.6% | -39.5% |
| 3Y | +706.2% | +127.0% | +579.2% | +458.1% |
| 5Y | +165.2% | -3.3% | +168.5% | +134.6% |
| All | +221.7% | +257.7% | -36.0% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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