+209.1%
ASTS vs MPC
+615.5%
-406.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.3% | -14.8% |
| 7D | -29.9% | -12.8% | -17.1% | -28.8% |
| 30D | -52.2% | -12.7% | -39.4% | -51.5% |
| 3M | -55.8% | +27.1% | -82.9% | -57.3% |
| 6M | -52.7% | +45.8% | -98.5% | -55.2% |
| YTD | -58.4% | +134.7% | -193.1% | -62.9% |
| 1Y | -57.1% | +106.0% | -163.1% | -61.1% |
| 3Y | +629.5% | +165.5% | +464.0% | +531.6% |
| 5Y | +147.7% | +540.9% | -393.2% | +98.0% |
| All | +209.1% | +615.5% | -406.4% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling