+277.6%
ASTS vs MXL
+191.5%
+86.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +13.7% | +0.4% | +10.5% |
| 7D | +1.5% | -8.8% | +10.4% | +4.0% |
| 30D | -27.6% | -41.9% | +14.2% | -17.2% |
| 3M | -48.7% | -25.4% | -23.3% | -45.7% |
| 6M | -50.8% | -44.0% | -6.9% | -45.4% |
| YTD | -49.2% | +220.8% | -270.0% | -66.9% |
| 1Y | -46.7% | +278.8% | -325.5% | -66.7% |
| 3Y | +793.2% | +249.4% | +543.8% | +400.2% |
| 5Y | +195.6% | -17.3% | +212.9% | +123.8% |
| All | +277.6% | +191.5% | +86.1% | +164.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling