-17.3%
MCD vs ASTS
+37.2%
-54.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +7.3% | -10.2% | -2.7% |
| 30D | -6.0% | -8.9% | +2.9% | -6.1% |
| 3M | -5.6% | -41.9% | +36.3% | -6.1% |
| 6M | -21.9% | -40.6% | +18.7% | -22.1% |
| YTD | -14.7% | -14.2% | -0.5% | -14.3% |
| 1Y | -17.3% | +48.9% | -66.1% | -16.9% |
| All | -17.3% | +37.2% | -54.5% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling