+160.4%
ASTS vs MO
+156.3%
+4.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.3% |
| 7D | +0.8% | +3.3% | -2.5% | +1.4% |
| 30D | -22.6% | +7.5% | -30.2% | -21.6% |
| 3M | -54.4% | +22.8% | -77.2% | -52.8% |
| 6M | -56.4% | +13.4% | -69.8% | -55.3% |
| YTD | -55.1% | +43.0% | -98.1% | -54.6% |
| 1Y | -46.9% | +45.2% | -92.2% | -46.5% |
| 3Y | +715.0% | +145.5% | +569.5% | +616.0% |
| All | +160.4% | +156.3% | +4.1% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling