+253.1%
ASTS vs MKSI
+113.8%
+139.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -4.7% |
| 7D | +14.2% | +25.3% | -11.0% | +1.7% |
| 30D | -26.7% | -10.5% | -16.2% | -21.5% |
| 3M | -53.6% | -27.7% | -25.8% | -44.9% |
| 6M | -52.7% | -28.8% | -23.9% | -44.2% |
| YTD | -52.5% | +39.0% | -91.5% | -60.3% |
| 1Y | -46.5% | +45.2% | -91.7% | -55.9% |
| 3Y | +700.5% | +218.8% | +481.7% | +342.3% |
| 5Y | +168.5% | +38.1% | +130.4% | +91.3% |
| All | +253.1% | +113.8% | +139.3% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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