+1,539.7%
ASTS vs MXL
+166.4%
+1,373.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.0% |
| 7D | +7.3% | +1.6% | +5.7% | +7.0% |
| 30D | -8.9% | -7.0% | -1.9% | -7.6% |
| 3M | -41.9% | -33.4% | -8.5% | -37.8% |
| 6M | -40.6% | +260.2% | -300.8% | -60.8% |
| YTD | -14.2% | +260.0% | -274.2% | -43.4% |
| 1Y | +48.9% | +303.5% | -254.6% | -5.3% |
| All | +1,539.7% | +166.4% | +1,373.3% | +877.4% |
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 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