-51.0%
ASTS vs MAGS
+4.1%
-55.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -7.2% |
| 7D | -9.3% | -0.3% | -9.0% | -7.7% |
| 30D | -33.9% | -7.1% | -26.8% | -23.6% |
| 3M | -51.0% | -0.7% | -50.3% | -49.6% |
| 6M | -55.1% | -1.5% | -53.6% | -52.8% |
| YTD | -53.6% | +3.9% | -57.5% | -54.0% |
| 1Y | -51.0% | +3.1% | -54.1% | -49.7% |
| All | -51.0% | +4.1% | -55.0% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling