+277.6%
ASTS vs MTB
+76.0%
+201.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.3% | +11.8% | +13.3% |
| 7D | +1.5% | -0.8% | +2.3% | +2.0% |
| 30D | -27.6% | +2.4% | -30.0% | -28.1% |
| 3M | -48.7% | -10.5% | -38.2% | -46.7% |
| 6M | -50.8% | +6.4% | -57.3% | -52.1% |
| YTD | -49.2% | +12.8% | -62.0% | -51.4% |
| 1Y | -46.7% | +23.3% | -70.0% | -50.3% |
| 3Y | +793.2% | +108.2% | +685.0% | +609.5% |
| 5Y | +195.6% | +68.6% | +127.0% | +152.9% |
| All | +277.6% | +76.0% | +201.6% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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