-46.1%
ASTS vs MAGS
+4.3%
-50.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +7.8% |
| 7D | +2.8% | -2.0% | +4.8% | +8.0% |
| 30D | -28.8% | -6.9% | -22.0% | -18.0% |
| 3M | -48.9% | +0.7% | -49.5% | -48.7% |
| 6M | -55.6% | -0.8% | -54.8% | -54.0% |
| YTD | -49.6% | +4.4% | -54.0% | -50.4% |
| 1Y | -46.1% | +3.9% | -50.0% | -45.6% |
| All | -46.1% | +4.3% | -50.4% | -45.6% |
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