+209.1%
ASTS vs MAS
+102.3%
+106.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.8% | -13.4% |
| 7D | -29.9% | +4.6% | -34.4% | -31.7% |
| 30D | -52.2% | +19.9% | -72.0% | -56.8% |
| 3M | -55.8% | +8.9% | -64.7% | -58.0% |
| 6M | -52.7% | +20.2% | -72.9% | -57.7% |
| YTD | -58.4% | +33.9% | -92.3% | -65.5% |
| 1Y | -57.1% | +34.7% | -91.8% | -64.6% |
| 3Y | +629.5% | +60.4% | +569.1% | +451.4% |
| 5Y | +147.7% | +43.5% | +104.3% | +87.2% |
| All | +209.1% | +102.3% | +106.8% | +128.2% |
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