+233.7%
ASTS vs MTB
+74.7%
+158.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.7% |
| 7D | +0.8% | +1.5% | -0.7% | +0.4% |
| 30D | -22.6% | +2.3% | -25.0% | -23.2% |
| 3M | -54.4% | -12.1% | -42.3% | -52.3% |
| 6M | -56.4% | +9.8% | -66.2% | -58.0% |
| YTD | -55.1% | +12.0% | -67.1% | -56.9% |
| 1Y | -46.9% | +22.0% | -69.0% | -50.4% |
| 3Y | +715.0% | +107.6% | +607.4% | +548.1% |
| 5Y | +153.7% | +61.9% | +91.8% | +118.1% |
| All | +233.7% | +74.7% | +158.9% | +186.7% |
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