+93.7%
MA vs ASTS
+138.7%
-45.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.2% | +12.7% | -2.0% |
| 7D | +3.2% | -29.9% | +33.1% | +4.3% |
| 30D | +15.9% | -52.2% | +68.1% | +18.5% |
| 3M | +15.2% | -55.8% | +71.0% | +17.9% |
| 6M | +32.4% | -52.7% | +85.1% | +33.8% |
| YTD | +15.6% | -58.4% | +74.1% | +16.5% |
| 1Y | +19.3% | -57.1% | +76.4% | +19.6% |
| 3Y | +73.0% | +629.5% | -556.5% | +39.9% |
| 5Y | +93.7% | +147.7% | -54.0% | +47.5% |
| All | +93.7% | +138.7% | -45.0% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling