+143.5%
MA vs ASTS
+230.9%
-87.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.5% | -0.7% |
| 7D | +2.3% | -21.1% | +23.4% | +2.9% |
| 30D | +14.7% | -46.7% | +61.4% | +16.6% |
| 3M | +13.5% | -52.0% | +65.5% | +15.6% |
| 6M | +33.1% | -54.3% | +87.4% | +34.8% |
| YTD | +15.1% | -55.5% | +70.6% | +15.7% |
| 1Y | +18.7% | -50.5% | +69.2% | +18.5% |
| 3Y | +72.1% | +706.2% | -634.2% | +43.5% |
| 5Y | +92.8% | +165.2% | -72.4% | +61.8% |
| All | +143.5% | +230.9% | -87.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling