+653.1%
ASTS vs MOS
-26.7%
+679.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +3.3% | -18.5% | -16.4% |
| 7D | -29.9% | +22.5% | -52.4% | -35.8% |
| 30D | -52.2% | +6.6% | -58.8% | -53.6% |
| 3M | -55.8% | -3.8% | -52.0% | -55.4% |
| 6M | -52.7% | -2.2% | -50.5% | -52.8% |
| YTD | -58.4% | -4.8% | -53.6% | -58.5% |
| 1Y | -57.1% | -11.7% | -45.4% | -55.8% |
| All | +653.1% | -26.7% | +679.8% | +649.0% |
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