+174.0%
ASTS vs MTZ
+80.0%
+94.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.5% | -2.5% | +0.7% |
| 7D | -21.1% | -6.4% | -14.7% | -18.5% |
| 30D | -46.7% | -22.1% | -24.6% | -37.7% |
| 3M | -52.0% | -32.7% | -19.3% | -38.6% |
| 6M | -54.3% | -59.8% | +5.6% | -18.7% |
| YTD | -55.5% | -19.9% | -35.6% | -51.7% |
| 1Y | -50.5% | -11.5% | -39.0% | -49.0% |
| 3Y | +706.2% | +258.1% | +448.2% | +240.1% |
| All | +174.0% | +80.0% | +94.0% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling