+253.1%
ASTS vs MXL
+207.4%
+45.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.4% |
| 7D | +14.2% | +33.1% | -18.8% | +6.4% |
| 30D | -26.7% | -33.5% | +6.8% | -18.8% |
| 3M | -53.6% | -20.7% | -32.9% | -51.5% |
| 6M | -52.7% | -35.9% | -16.8% | -49.2% |
| YTD | -52.5% | +238.3% | -290.8% | -69.4% |
| 1Y | -46.5% | +296.2% | -342.7% | -66.9% |
| 3Y | +700.5% | +254.1% | +446.3% | +347.0% |
| 5Y | +168.5% | -14.1% | +182.6% | +101.0% |
| All | +253.1% | +207.4% | +45.7% | +144.1% |
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