+115.7%
MA vs ASTS
+537.8%
-422.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.7% | +7.3% | -10.0% | -2.9% |
| 30D | +1.5% | -8.9% | +10.4% | +1.7% |
| 3M | +20.4% | -41.9% | +62.4% | +22.0% |
| 6M | +11.1% | -40.6% | +51.7% | +11.9% |
| YTD | +2.0% | -14.2% | +16.2% | +0.7% |
| 1Y | -2.2% | +48.9% | -51.0% | -6.1% |
| 3Y | +41.9% | +1,461.7% | -1,419.8% | +15.9% |
| 5Y | +75.4% | +404.1% | -328.8% | +44.6% |
| All | +115.7% | +537.8% | -422.0% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling