+230.9%
ASTS vs MOD
+735.0%
-504.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.3% | +5.5% |
| 7D | -21.1% | -25.5% | +4.5% | -14.9% |
| 30D | -46.7% | -49.0% | +2.3% | -36.6% |
| 3M | -52.0% | -49.8% | -2.2% | -42.8% |
| 6M | -54.3% | -64.8% | +10.5% | -40.8% |
| YTD | -55.5% | -27.6% | -27.8% | -52.1% |
| 1Y | -50.5% | -35.2% | -15.3% | -45.2% |
| 3Y | +706.2% | +137.1% | +569.1% | +587.5% |
| 5Y | +165.2% | +760.3% | -595.1% | +83.6% |
| All | +230.9% | +735.0% | -504.1% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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