+537.8%
ASTS vs MCO
+135.3%
+402.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.3% |
| 7D | +7.3% | -4.2% | +11.5% | +9.3% |
| 30D | -8.9% | +2.2% | -11.1% | -10.1% |
| 3M | -41.9% | +10.1% | -52.0% | -45.4% |
| 6M | -40.6% | +5.3% | -45.9% | -43.3% |
| YTD | -14.2% | -2.7% | -11.5% | -15.6% |
| 1Y | +48.9% | -0.4% | +49.2% | +44.0% |
| 3Y | +1,461.7% | +49.0% | +1,412.6% | +1,147.0% |
| 5Y | +404.1% | +33.6% | +370.5% | +294.8% |
| All | +537.8% | +135.3% | +402.4% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling