-9.3%
MCD vs ASTS
-49.1%
+39.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.7% |
| 7D | -1.6% | +0.8% | -2.5% | -1.6% |
| 30D | +14.1% | -22.6% | +36.8% | +13.6% |
| 3M | +0.6% | -54.4% | +55.0% | -0.7% |
| 6M | 0.0% | -56.4% | +56.4% | -0.9% |
| YTD | -9.3% | -55.1% | +45.8% | -9.5% |
| 1Y | -9.3% | -46.9% | +37.6% | -9.1% |
| All | -9.3% | -49.1% | +39.8% | -9.1% |
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