-49.2%
ASTS vs MXL
+276.5%
-325.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.0% | -1.6% |
| 7D | -15.8% | -24.3% | +8.5% | -10.3% |
| 30D | -39.0% | -46.1% | +7.1% | -30.4% |
| 3M | -49.3% | -21.8% | -27.5% | -47.1% |
| 6M | -47.9% | -27.2% | -20.7% | -44.7% |
| YTD | -51.0% | +226.2% | -277.1% | -71.6% |
| 1Y | -49.2% | +297.0% | -346.1% | -75.6% |
| All | -49.2% | +276.5% | -325.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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