+230.9%
ASTS vs MXL
+156.4%
+74.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.0% | -3.9% | +4.2% |
| 7D | -21.1% | -27.1% | +6.0% | -14.4% |
| 30D | -46.7% | -54.2% | +7.5% | -35.4% |
| 3M | -52.0% | -29.9% | -22.1% | -48.3% |
| 6M | -54.3% | -39.5% | -14.8% | -49.9% |
| YTD | -55.5% | +182.2% | -237.6% | -70.1% |
| 1Y | -50.5% | +231.8% | -282.3% | -68.0% |
| 3Y | +706.2% | +195.9% | +510.3% | +370.2% |
| 5Y | +165.2% | -27.3% | +192.5% | +107.2% |
| All | +230.9% | +156.4% | +74.5% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling