+264.6%
ASTS vs MAS
+109.5%
+155.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.8% | -7.0% |
| 7D | -15.8% | +14.2% | -30.0% | -21.9% |
| 30D | -39.0% | +26.8% | -65.9% | -46.7% |
| 3M | -49.3% | +13.1% | -62.5% | -52.9% |
| 6M | -47.9% | +27.9% | -75.9% | -55.1% |
| YTD | -51.0% | +38.7% | -89.6% | -60.2% |
| 1Y | -49.2% | +40.4% | -89.5% | -59.1% |
| 3Y | +760.4% | +66.1% | +694.3% | +536.9% |
| 5Y | +185.6% | +47.4% | +138.2% | +111.6% |
| All | +264.6% | +109.5% | +155.1% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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