+68.1%
MCD vs ASTS
+230.9%
-162.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -0.6% |
| 7D | +7.1% | -21.1% | +28.2% | +7.3% |
| 30D | +19.8% | -46.7% | +66.5% | +20.3% |
| 3M | +0.8% | -52.0% | +52.8% | +1.3% |
| 6M | -1.3% | -54.3% | +52.9% | -1.0% |
| YTD | -7.8% | -55.5% | +47.7% | -7.7% |
| 1Y | -5.0% | -50.5% | +45.5% | -5.1% |
| 3Y | +10.5% | +706.2% | -695.7% | +4.9% |
| 5Y | +22.0% | +165.2% | -143.2% | +16.4% |
| All | +68.1% | +230.9% | -162.8% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling