+815.5%
ASTS vs MRSH
+9.3%
+806.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.8% |
| 7D | +2.8% | -1.4% | +4.2% | +2.6% |
| 30D | -28.8% | +17.5% | -46.4% | -27.1% |
| 3M | -48.9% | +9.1% | -58.0% | -47.9% |
| 6M | -55.6% | +29.9% | -85.6% | -55.1% |
| YTD | -49.6% | +14.3% | -63.9% | -47.7% |
| 1Y | -46.1% | +16.6% | -62.6% | -44.4% |
| All | +815.5% | +9.3% | +806.2% | +944.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling