+793.2%
ASTS vs MKSI
+210.5%
+582.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +10.0% | +4.1% | +7.4% |
| 7D | +1.5% | +7.7% | -6.1% | -2.6% |
| 30D | -27.6% | -20.0% | -7.6% | -15.8% |
| 3M | -48.7% | -30.6% | -18.2% | -35.3% |
| 6M | -50.8% | -32.3% | -18.5% | -38.5% |
| YTD | -49.2% | +32.8% | -82.0% | -59.5% |
| 1Y | -46.7% | +37.3% | -83.9% | -58.1% |
| 3Y | +793.2% | +219.2% | +574.0% | +226.4% |
| All | +793.2% | +210.5% | +582.7% | +226.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling