+1,621.9%
ASTS vs MCO
+44.0%
+1,577.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +7.2% |
| 7D | +18.5% | -2.7% | +21.2% | +19.8% |
| 30D | -8.1% | +0.9% | -9.0% | -9.0% |
| 3M | -28.2% | +8.7% | -36.9% | -33.0% |
| 6M | -26.1% | +2.4% | -28.5% | -29.0% |
| YTD | -9.0% | -5.2% | -3.8% | -9.0% |
| 1Y | +62.2% | -4.4% | +66.6% | +60.0% |
| 3Y | +1,621.9% | +45.1% | +1,576.7% | +995.6% |
| All | +1,621.9% | +44.0% | +1,577.9% | +995.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling