+274.8%
ASTS vs MRSH
+122.7%
+152.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | -28.8% | +17.5% | -46.4% | -31.8% |
| 3M | -48.9% | +9.1% | -58.0% | -50.2% |
| 6M | -55.6% | +29.9% | -85.6% | -59.5% |
| YTD | -49.6% | +14.3% | -63.9% | -52.1% |
| 1Y | -46.1% | +16.6% | -62.6% | -49.2% |
| 3Y | +749.7% | +9.1% | +740.6% | +712.2% |
| 5Y | +193.2% | +36.4% | +156.8% | +152.6% |
| All | +274.8% | +122.7% | +152.1% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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