+513.2%
ASTS vs MCO
+122.8%
+390.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.3% |
| 7D | -3.6% | -7.3% | +3.8% | -0.2% |
| 30D | -16.4% | -1.7% | -14.7% | -16.1% |
| 3M | -31.4% | +3.9% | -35.3% | -33.8% |
| 6M | -31.6% | +3.8% | -35.4% | -34.4% |
| YTD | -17.5% | -7.9% | -9.6% | -16.8% |
| 1Y | +59.4% | -6.8% | +66.3% | +59.2% |
| 3Y | +1,460.2% | +40.9% | +1,419.2% | +1,177.4% |
| 5Y | +413.4% | +27.5% | +385.9% | +311.7% |
| All | +513.2% | +122.8% | +390.4% | +395.1% |
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