+723.4%
ASTS vs MAGS
+186.7%
+536.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.3% | +11.8% | +11.2% |
| 7D | +1.5% | +1.3% | +0.2% | +0.8% |
| 30D | -27.6% | -6.3% | -21.3% | -20.6% |
| 3M | -48.7% | -0.1% | -48.6% | -48.0% |
| 6M | -50.8% | -0.8% | -50.1% | -49.2% |
| YTD | -49.2% | +4.7% | -54.0% | -50.5% |
| 1Y | -46.7% | +6.8% | -53.5% | -48.7% |
| 3Y | +793.2% | +128.9% | +664.3% | +401.7% |
| All | +723.4% | +186.7% | +536.7% | +338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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