+457.0%
ASTS vs MTUM
+78.8%
+378.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.3% |
| 6M | -26.1% | +28.1% | -54.2% | -51.0% |
| YTD | -9.0% | +23.6% | -32.5% | -34.9% |
| 1Y | +62.2% | +26.1% | +36.0% | +15.8% |
| 3Y | +1,621.9% | +116.8% | +1,505.0% | +440.0% |
| 5Y | +457.0% | +80.0% | +377.0% | +144.2% |
| All | +457.0% | +78.8% | +378.3% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling