+274.8%
ASTS vs MTUM
+148.0%
+126.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.8% | +4.9% | +4.3% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | -28.8% | -12.1% | -16.8% | -15.8% |
| 3M | -48.9% | -10.0% | -38.9% | -41.0% |
| 6M | -55.6% | -9.4% | -46.3% | -48.6% |
| YTD | -49.6% | +11.1% | -60.7% | -52.1% |
| 1Y | -46.1% | +10.8% | -56.8% | -47.8% |
| 3Y | +749.7% | +92.9% | +656.7% | +431.2% |
| 5Y | +193.2% | +55.2% | +137.9% | +109.2% |
| All | +274.8% | +148.0% | +126.8% | +158.4% |
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