+277.6%
ASTS vs MRK
+122.5%
+155.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.4% | +12.7% | +14.1% |
| 7D | +1.5% | +0.3% | +1.3% | +1.6% |
| 30D | -27.6% | +2.2% | -29.8% | -27.6% |
| 3M | -48.7% | +16.4% | -65.1% | -48.6% |
| 6M | -50.8% | +35.3% | -86.2% | -50.8% |
| YTD | -49.2% | +44.2% | -93.5% | -49.1% |
| 1Y | -46.7% | +77.5% | -124.2% | -46.4% |
| 3Y | +793.2% | +59.2% | +734.0% | +768.9% |
| 5Y | +195.6% | +109.6% | +86.0% | +185.1% |
| All | +277.6% | +122.5% | +155.1% | +267.4% |
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