-49.2%
ASTS vs MULL
+444.9%
-494.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.8% | +9.6% | -0.9% |
| 7D | -15.8% | -35.9% | +20.1% | -6.8% |
| 30D | -39.0% | -47.3% | +8.3% | -29.8% |
| 3M | -49.3% | -30.6% | -18.8% | -46.0% |
| 6M | -47.9% | +13.7% | -61.6% | -57.8% |
| YTD | -51.0% | +272.1% | -323.1% | -74.8% |
| 1Y | -49.2% | +475.1% | -524.2% | -77.1% |
| All | -49.2% | +444.9% | -494.0% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling