-49.2%
ASTS vs MTUM
+9.7%
-58.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -0.5% |
| 7D | -15.8% | -10.1% | -5.7% | +2.7% |
| 30D | -39.0% | -15.6% | -23.5% | -16.0% |
| 3M | -49.3% | -12.7% | -36.6% | -34.2% |
| 6M | -47.9% | -3.7% | -44.2% | -49.1% |
| YTD | -51.0% | +9.4% | -60.4% | -66.2% |
| 1Y | -49.2% | +10.2% | -59.4% | -64.7% |
| All | -49.2% | +9.7% | -58.8% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling