+230.9%
ASTS vs MPC
+606.8%
-375.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.2% |
| 7D | -21.1% | -16.2% | -4.9% | -19.5% |
| 30D | -46.7% | -15.7% | -31.0% | -45.8% |
| 3M | -52.0% | +24.9% | -76.9% | -53.5% |
| 6M | -54.3% | +52.7% | -106.9% | -56.9% |
| YTD | -55.5% | +131.9% | -187.3% | -60.2% |
| 1Y | -50.5% | +96.6% | -147.1% | -54.9% |
| 3Y | +706.2% | +163.8% | +542.5% | +598.4% |
| 5Y | +165.2% | +533.1% | -367.9% | +112.2% |
| All | +230.9% | +606.8% | -375.9% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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