+209.1%
ASTS vs MOD
+689.9%
-480.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.3% | -7.9% | -13.3% |
| 7D | -29.9% | -34.2% | +4.3% | -21.9% |
| 30D | -52.2% | -51.9% | -0.3% | -42.2% |
| 3M | -55.8% | -53.0% | -2.8% | -46.5% |
| 6M | -52.7% | -66.4% | +13.6% | -38.1% |
| YTD | -58.4% | -31.5% | -26.9% | -54.6% |
| 1Y | -57.1% | -39.6% | -17.5% | -51.7% |
| 3Y | +629.5% | +116.8% | +512.6% | +534.4% |
| 5Y | +147.7% | +713.8% | -566.1% | +74.0% |
| All | +209.1% | +689.9% | -480.8% | +120.4% |
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