+1,505.9%
ASTS vs MOS
-29.5%
+1,535.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | +7.3% | +9.5% | -2.2% | +3.7% |
| 30D | -8.9% | +10.4% | -19.3% | -12.4% |
| 3M | -41.9% | +12.9% | -54.8% | -45.0% |
| 6M | -40.6% | +1.2% | -41.8% | -41.7% |
| YTD | -14.2% | +9.3% | -23.5% | -18.5% |
| 1Y | +48.9% | -18.0% | +66.8% | +57.9% |
| All | +1,505.9% | -29.5% | +1,535.4% | +1,650.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling