+244.8%
ASTS vs MCO
+143.5%
+101.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | -9.3% | +1.4% | -10.7% | -9.8% |
| 30D | -33.9% | +10.0% | -43.9% | -36.8% |
| 3M | -51.0% | +7.0% | -58.0% | -52.9% |
| 6M | -55.1% | +13.7% | -68.8% | -58.8% |
| YTD | -53.6% | +0.6% | -54.3% | -55.3% |
| 1Y | -51.0% | +6.2% | -57.2% | -54.1% |
| 3Y | +681.7% | +51.9% | +629.8% | +515.3% |
| 5Y | +182.4% | +37.5% | +144.9% | +117.0% |
| All | +244.8% | +143.5% | +101.3% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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