+706.2%
ASTS vs MAGS
+125.8%
+580.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.0% | +5.7% |
| 7D | -21.1% | -1.4% | -19.7% | -19.0% |
| 30D | -46.7% | -8.4% | -38.3% | -39.7% |
| 3M | -52.0% | -1.5% | -50.5% | -50.4% |
| 6M | -54.3% | -1.4% | -52.9% | -52.3% |
| YTD | -55.5% | +2.4% | -57.9% | -55.6% |
| 1Y | -50.5% | +3.5% | -54.0% | -50.8% |
| 3Y | +706.2% | +125.3% | +581.0% | +417.9% |
| All | +706.2% | +125.8% | +580.5% | +417.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling