+431.2%
ASTS vs MAS
+32.0%
+399.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -1.0% |
| 7D | +7.3% | -0.8% | +8.1% | +8.0% |
| 30D | -8.9% | -5.6% | -3.3% | -5.0% |
| 3M | -41.9% | +4.4% | -46.4% | -44.8% |
| 6M | -40.6% | +7.2% | -47.8% | -44.8% |
| YTD | -14.2% | +16.1% | -30.3% | -27.1% |
| 1Y | +48.9% | +0.1% | +48.8% | +42.1% |
| 3Y | +1,461.7% | +28.3% | +1,433.3% | +1,069.0% |
| All | +431.2% | +32.0% | +399.2% | +295.8% |
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