+182.4%
ASTS vs MTUM
+49.3%
+133.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.3% |
| 7D | -9.3% | -4.1% | -5.2% | -1.4% |
| 30D | -33.9% | -16.6% | -17.3% | -8.6% |
| 3M | -51.0% | -13.0% | -38.0% | -36.7% |
| 6M | -55.1% | -11.3% | -43.8% | -44.1% |
| YTD | -53.6% | +7.1% | -60.7% | -57.1% |
| 1Y | -51.0% | +6.4% | -57.3% | -53.1% |
| 3Y | +681.7% | +85.9% | +595.8% | +220.1% |
| 5Y | +182.4% | +50.0% | +132.4% | +70.9% |
| All | +182.4% | +49.3% | +133.1% | +70.9% |
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