+537.8%
ASTS vs MTZ
+283.7%
+254.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.7% |
| 7D | +7.3% | -1.6% | +8.9% | +8.1% |
| 30D | -8.9% | -11.1% | +2.2% | -3.8% |
| 3M | -41.9% | -36.7% | -5.2% | -29.3% |
| 6M | -40.6% | -21.9% | -18.7% | -34.2% |
| YTD | -14.2% | +9.1% | -23.3% | -17.9% |
| 1Y | +48.9% | +30.0% | +18.9% | +34.2% |
| 3Y | +1,461.7% | +138.5% | +1,323.2% | +998.5% |
| 5Y | +404.1% | +158.3% | +245.8% | +237.9% |
| All | +537.8% | +283.7% | +254.1% | +331.3% |
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