+653.1%
ASTS vs MPC
+163.4%
+489.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.3% | -14.8% |
| 7D | -29.9% | -12.8% | -17.1% | -28.9% |
| 30D | -52.2% | -12.7% | -39.4% | -51.7% |
| 3M | -55.8% | +27.1% | -82.9% | -57.7% |
| 6M | -52.7% | +45.8% | -98.5% | -55.9% |
| YTD | -58.4% | +134.7% | -193.1% | -64.4% |
| 1Y | -57.1% | +106.0% | -163.1% | -62.6% |
| All | +653.1% | +163.4% | +489.8% | +576.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling