+431.2%
ASTS vs MXL
+14.7%
+416.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.3% |
| 7D | +7.3% | +1.6% | +5.7% | +6.9% |
| 30D | -8.9% | -7.0% | -1.9% | -7.4% |
| 3M | -41.9% | -33.4% | -8.5% | -37.0% |
| 6M | -40.6% | +260.2% | -300.8% | -65.5% |
| YTD | -14.2% | +260.0% | -274.2% | -50.2% |
| 1Y | +48.9% | +303.5% | -254.6% | -17.3% |
| 3Y | +1,461.7% | +160.4% | +1,301.2% | +731.8% |
| All | +431.2% | +14.7% | +416.5% | +322.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling