+230.9%
ASTS vs MOS
+29.0%
+201.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +7.0% |
| 7D | -21.1% | +21.6% | -42.7% | -24.5% |
| 30D | -46.7% | +12.0% | -58.7% | -48.1% |
| 3M | -52.0% | -3.9% | -48.1% | -51.9% |
| 6M | -54.3% | -3.3% | -50.9% | -54.3% |
| YTD | -55.5% | -4.6% | -50.8% | -55.5% |
| 1Y | -50.5% | -7.0% | -43.5% | -50.3% |
| 3Y | +706.2% | -24.4% | +730.7% | +726.9% |
| 5Y | +165.2% | -32.1% | +197.3% | +179.2% |
| All | +230.9% | +29.0% | +201.9% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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