-40.6%
ASTS vs MAS
+7.5%
-48.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.7% |
| 7D | +7.3% | -0.8% | +8.1% | +7.8% |
| 30D | -8.9% | -5.6% | -3.3% | -5.9% |
| 3M | -41.9% | +4.4% | -46.4% | -44.7% |
| 6M | -40.6% | +7.2% | -47.8% | -37.0% |
| All | -40.6% | +7.5% | -48.1% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling