+70.6%
MA vs ASTS
+741.8%
-671.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | +0.2% |
| 7D | -1.8% | +2.8% | -4.6% | -1.8% |
| 30D | +11.0% | -28.8% | +39.9% | +11.2% |
| 3M | +17.9% | -48.9% | +66.7% | +18.3% |
| 6M | +33.2% | -55.6% | +88.8% | +33.5% |
| YTD | +16.5% | -49.6% | +66.1% | +16.3% |
| 1Y | +19.1% | -46.1% | +65.2% | +18.6% |
| All | +70.6% | +741.8% | -671.3% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling