+185.6%
ASTS vs MAS
+48.4%
+137.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.8% | -8.1% |
| 7D | -15.8% | +14.2% | -30.0% | -24.1% |
| 30D | -39.0% | +26.8% | -65.9% | -49.4% |
| 3M | -49.3% | +13.1% | -62.5% | -54.3% |
| 6M | -47.9% | +27.9% | -75.9% | -58.0% |
| YTD | -51.0% | +38.7% | -89.6% | -64.0% |
| 1Y | -49.2% | +40.4% | -89.5% | -63.2% |
| 3Y | +760.4% | +66.1% | +694.3% | +412.6% |
| 5Y | +185.6% | +47.4% | +138.2% | +82.4% |
| All | +185.6% | +48.4% | +137.2% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling