+715.0%
ASTS vs MXL
+237.7%
+477.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.4% | -0.1% | -4.1% |
| 7D | +0.8% | +13.4% | -12.6% | -2.1% |
| 30D | -22.6% | -29.2% | +6.6% | -15.7% |
| 3M | -54.4% | -27.2% | -27.2% | -51.3% |
| 6M | -56.4% | -36.4% | -20.0% | -52.9% |
| YTD | -55.1% | +220.0% | -275.1% | -70.5% |
| 1Y | -46.9% | +304.8% | -351.7% | -67.3% |
| 3Y | +715.0% | +238.5% | +476.5% | +202.1% |
| All | +715.0% | +237.7% | +477.3% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling