+537.8%
ASTS vs MOD
+1,582.5%
-1,044.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.8% |
| 7D | +7.3% | +9.6% | -2.2% | +4.7% |
| 30D | -8.9% | 0.0% | -8.9% | -8.8% |
| 3M | -41.9% | -35.4% | -6.5% | -35.5% |
| 6M | -40.6% | -7.3% | -33.3% | -39.8% |
| YTD | -14.2% | +45.8% | -60.0% | -22.7% |
| 1Y | +48.9% | +43.1% | +5.7% | +35.1% |
| 3Y | +1,461.7% | +297.7% | +1,164.0% | +1,044.5% |
| 5Y | +404.1% | +1,478.8% | -1,074.6% | +193.7% |
| All | +537.8% | +1,582.5% | -1,044.7% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling