+253.1%
ASTS vs MO
+200.5%
+52.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.7% |
| 7D | +14.2% | +0.4% | +13.8% | +14.3% |
| 30D | -26.7% | +8.9% | -35.6% | -26.3% |
| 3M | -53.6% | +23.0% | -76.5% | -53.1% |
| 6M | -52.7% | +15.0% | -67.7% | -52.4% |
| YTD | -52.5% | +41.7% | -94.2% | -53.0% |
| 1Y | -46.5% | +43.3% | -89.8% | -47.1% |
| 3Y | +700.5% | +143.2% | +557.3% | +630.3% |
| 5Y | +168.5% | +154.7% | +13.8% | +146.2% |
| All | +253.1% | +200.5% | +52.6% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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