+174.0%
ASTS vs MPC
+527.1%
-353.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.3% |
| 7D | -21.1% | -16.2% | -4.9% | -18.2% |
| 30D | -46.7% | -15.7% | -31.0% | -45.1% |
| 3M | -52.0% | +24.9% | -76.9% | -54.9% |
| 6M | -54.3% | +52.7% | -106.9% | -59.2% |
| YTD | -55.5% | +131.9% | -187.3% | -64.5% |
| 1Y | -50.5% | +96.6% | -147.1% | -58.9% |
| 3Y | +706.2% | +163.8% | +542.5% | +488.4% |
| All | +174.0% | +527.1% | -353.1% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling