+253.1%
ASTS vs MTUM
+148.4%
+104.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -6.0% |
| 7D | +14.2% | +10.8% | +3.4% | +2.1% |
| 30D | -26.7% | -11.4% | -15.3% | -14.1% |
| 3M | -53.6% | -11.7% | -41.9% | -45.3% |
| 6M | -52.7% | -8.2% | -44.5% | -46.0% |
| YTD | -52.5% | +11.3% | -63.8% | -54.9% |
| 1Y | -46.5% | +11.0% | -57.5% | -48.3% |
| 3Y | +700.5% | +93.2% | +607.2% | +399.6% |
| 5Y | +168.5% | +54.8% | +113.7% | +91.6% |
| All | +253.1% | +148.4% | +104.7% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling