+150.9%
MA vs ASTS
+264.6%
-113.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.1% | +4.1% |
| 7D | +10.2% | -15.8% | +26.0% | +10.7% |
| 30D | +19.3% | -39.0% | +58.4% | +20.9% |
| 3M | +18.0% | -49.3% | +67.3% | +20.1% |
| 6M | +33.7% | -47.9% | +81.6% | +34.8% |
| YTD | +18.6% | -51.0% | +69.5% | +18.9% |
| 1Y | +22.5% | -49.2% | +71.6% | +22.2% |
| 3Y | +77.4% | +760.4% | -683.0% | +47.9% |
| 5Y | +106.6% | +185.6% | -79.0% | +73.0% |
| All | +150.9% | +264.6% | -113.7% | +94.5% |
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 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