+62.2%
ASTS vs MO
+9.5%
+52.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +5.4% |
| 7D | +18.5% | -2.0% | +20.5% | +16.8% |
| 30D | -8.1% | -0.3% | -7.8% | -7.4% |
| 3M | -28.2% | -2.9% | -25.2% | -28.2% |
| 6M | -26.1% | +5.8% | -31.9% | -23.2% |
| YTD | -9.0% | +22.0% | -31.0% | -1.3% |
| 1Y | +62.2% | +10.7% | +51.5% | +65.4% |
| All | +62.2% | +9.5% | +52.7% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling