+264.6%
ASTS vs MOS
+24.8%
+239.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +17.4% | -21.5% | -7.5% |
| 7D | -15.8% | +17.9% | -33.7% | -18.9% |
| 30D | -39.0% | +1.6% | -40.6% | -39.5% |
| 3M | -49.3% | -4.0% | -45.3% | -49.2% |
| 6M | -47.9% | -4.1% | -43.8% | -47.9% |
| YTD | -51.0% | -7.8% | -43.2% | -50.6% |
| 1Y | -49.2% | -15.6% | -33.6% | -48.0% |
| 3Y | +760.4% | -28.9% | +789.2% | +792.3% |
| 5Y | +185.6% | -36.8% | +222.5% | +203.5% |
| All | +264.6% | +24.8% | +239.8% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling