+274.8%
ASTS vs MTB
+74.0%
+200.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.8% |
| 7D | +2.8% | -2.0% | +4.8% | +3.7% |
| 30D | -28.8% | +0.1% | -29.0% | -28.8% |
| 3M | -48.9% | -12.1% | -36.8% | -46.5% |
| 6M | -55.6% | +7.3% | -62.9% | -56.9% |
| YTD | -49.6% | +11.5% | -61.1% | -51.5% |
| 1Y | -46.1% | +21.3% | -67.3% | -49.5% |
| 3Y | +749.7% | +104.1% | +645.5% | +579.3% |
| 5Y | +193.2% | +61.8% | +131.4% | +152.3% |
| All | +274.8% | +74.0% | +200.8% | +222.6% |
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