+1,505.9%
ASTS vs MAGS
+128.5%
+1,377.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +2.0% |
| 7D | +7.3% | +0.5% | +6.8% | +6.6% |
| 30D | -8.9% | +1.5% | -10.4% | -10.7% |
| 3M | -41.9% | +0.5% | -42.4% | -41.8% |
| 6M | -40.6% | +11.6% | -52.2% | -47.3% |
| YTD | -14.2% | +5.3% | -19.5% | -18.3% |
| 1Y | +48.9% | +14.9% | +34.0% | +29.9% |
| All | +1,505.9% | +128.5% | +1,377.5% | +817.3% |
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