-46.3%
ASTS vs MXL
+265.9%
-312.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +13.7% | +0.4% | +10.6% |
| 7D | +1.5% | -8.8% | +10.4% | +3.7% |
| 30D | -27.6% | -41.9% | +14.2% | -18.6% |
| 3M | -48.7% | -25.4% | -23.3% | -45.9% |
| 6M | -50.8% | -44.0% | -6.9% | -46.5% |
| YTD | -49.2% | +220.8% | -270.0% | -70.7% |
| All | -46.3% | +265.9% | -312.2% | -73.5% |
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