+513.2%
ASTS vs MTUM
+170.8%
+342.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -1.8% |
| 7D | -3.6% | +1.2% | -4.8% | -4.9% |
| 30D | -16.4% | -1.7% | -14.7% | -14.4% |
| 3M | -31.4% | -0.5% | -30.9% | -30.6% |
| 6M | -31.6% | +22.3% | -53.9% | -43.5% |
| YTD | -17.5% | +21.4% | -38.9% | -30.5% |
| 1Y | +59.4% | +20.0% | +39.4% | +38.8% |
| 3Y | +1,460.2% | +113.0% | +1,347.2% | +758.5% |
| 5Y | +413.4% | +77.3% | +336.1% | +220.1% |
| All | +513.2% | +170.8% | +342.4% | +274.5% |
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