+230.9%
ASTS vs MTZ
+181.6%
+49.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.5% | -2.5% | +2.7% |
| 7D | -21.1% | -6.4% | -14.7% | -19.1% |
| 30D | -46.7% | -22.1% | -24.6% | -40.6% |
| 3M | -52.0% | -32.7% | -19.3% | -43.1% |
| 6M | -54.3% | -59.8% | +5.6% | -32.3% |
| YTD | -55.5% | -19.9% | -35.6% | -51.5% |
| 1Y | -50.5% | -11.5% | -39.0% | -47.7% |
| 3Y | +706.2% | +258.1% | +448.2% | +437.3% |
| 5Y | +165.2% | +85.5% | +79.7% | +103.1% |
| All | +230.9% | +181.6% | +49.3% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling