+762.5%
ASTS vs MO
+142.7%
+619.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.4% |
| 7D | +14.2% | +0.4% | +13.8% | +14.6% |
| 30D | -26.7% | +8.9% | -35.6% | -23.0% |
| 3M | -53.6% | +23.0% | -76.5% | -48.0% |
| 6M | -52.7% | +15.0% | -67.7% | -48.3% |
| YTD | -52.5% | +41.7% | -94.2% | -44.7% |
| 1Y | -46.5% | +43.3% | -89.8% | -37.6% |
| All | +762.5% | +142.7% | +619.8% | +998.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling