+253.1%
ASTS vs MTZ
+199.4%
+53.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -4.8% |
| 7D | +14.2% | +16.5% | -2.2% | +7.1% |
| 30D | -26.7% | -10.2% | -16.5% | -23.1% |
| 3M | -53.6% | -34.2% | -19.4% | -44.2% |
| 6M | -52.7% | -56.0% | +3.2% | -32.6% |
| YTD | -52.5% | -14.8% | -37.7% | -49.4% |
| 1Y | -46.5% | -7.2% | -39.3% | -44.4% |
| 3Y | +700.5% | +275.8% | +424.7% | +423.5% |
| 5Y | +168.5% | +93.5% | +75.0% | +101.4% |
| All | +253.1% | +199.4% | +53.7% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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