+1,621.9%
ASTS vs MTUM
+117.2%
+1,504.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.9% | +4.0% |
| 7D | +18.5% | +4.1% | +14.4% | +10.8% |
| 30D | -8.1% | -0.2% | -7.9% | -7.4% |
| 3M | -28.2% | -1.9% | -26.3% | -26.6% |
| 6M | -26.1% | +28.1% | -54.2% | -51.4% |
| YTD | -9.0% | +23.6% | -32.5% | -35.4% |
| 1Y | +62.2% | +26.1% | +36.0% | +15.1% |
| 3Y | +1,621.9% | +116.8% | +1,505.0% | +607.3% |
| All | +1,621.9% | +117.2% | +1,504.7% | +607.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling