+1,505.9%
ASTS vs MO
+96.5%
+1,409.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | -0.1% |
| 7D | +7.3% | +0.3% | +7.0% | +7.6% |
| 30D | -8.9% | +0.6% | -9.5% | -8.0% |
| 3M | -41.9% | -1.0% | -40.9% | -41.3% |
| 6M | -40.6% | +4.3% | -44.9% | -38.8% |
| YTD | -14.2% | +23.3% | -37.5% | -7.0% |
| 1Y | +48.9% | +10.5% | +38.4% | +56.3% |
| All | +1,505.9% | +96.5% | +1,409.4% | +1,901.5% |
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