+576.8%
ASTS vs MXL
+246.7%
+330.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.0% | +0.1% | +4.6% |
| 7D | +18.5% | +15.5% | +3.0% | +14.4% |
| 30D | -8.1% | -11.3% | +3.2% | -5.7% |
| 3M | -28.2% | -16.1% | -12.1% | -26.9% |
| 6M | -26.1% | +323.0% | -349.1% | -54.8% |
| YTD | -9.0% | +281.5% | -290.5% | -42.5% |
| 1Y | +62.2% | +319.3% | -257.1% | -0.6% |
| 3Y | +1,621.9% | +189.4% | +1,432.5% | +913.4% |
| 5Y | +457.0% | +26.0% | +431.0% | +295.4% |
| All | +576.8% | +246.7% | +330.1% | +359.1% |
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