+274.8%
ASTS vs MRK
+120.1%
+154.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.7% |
| 7D | +2.8% | -2.1% | +4.9% | +2.8% |
| 30D | -28.8% | +1.2% | -30.0% | -28.8% |
| 3M | -48.9% | +13.5% | -62.4% | -48.8% |
| 6M | -55.6% | +34.0% | -89.6% | -55.6% |
| YTD | -49.6% | +42.7% | -92.3% | -49.5% |
| 1Y | -46.1% | +66.6% | -112.6% | -45.8% |
| 3Y | +749.7% | +59.1% | +690.6% | +726.5% |
| 5Y | +193.2% | +104.1% | +89.1% | +182.6% |
| All | +274.8% | +120.1% | +154.7% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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