+233.7%
ASTS vs MTUM
+143.4%
+90.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -3.2% |
| 7D | +0.8% | +6.6% | -5.8% | -5.8% |
| 30D | -22.6% | -10.8% | -11.8% | -10.1% |
| 3M | -54.4% | -13.8% | -40.6% | -44.7% |
| 6M | -56.4% | -10.7% | -45.7% | -48.7% |
| YTD | -55.1% | +9.1% | -64.2% | -56.3% |
| 1Y | -46.9% | +11.4% | -58.3% | -48.7% |
| 3Y | +715.0% | +88.8% | +626.2% | +422.6% |
| 5Y | +153.7% | +51.7% | +102.0% | +85.5% |
| All | +233.7% | +143.4% | +90.2% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling