+185.6%
ASTS vs MOD
+780.0%
-594.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.4% | +17.3% | +4.0% |
| 7D | -15.8% | -31.3% | +15.5% | -3.7% |
| 30D | -39.0% | -46.1% | +7.1% | -23.6% |
| 3M | -49.3% | -51.1% | +1.8% | -34.5% |
| 6M | -47.9% | -62.1% | +14.1% | -27.1% |
| YTD | -51.0% | -26.2% | -24.8% | -47.3% |
| 1Y | -49.2% | -32.6% | -16.6% | -43.5% |
| 3Y | +760.4% | +133.8% | +626.6% | +483.9% |
| 5Y | +185.6% | +792.8% | -607.1% | +3.4% |
| All | +185.6% | +780.0% | -594.4% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling