+209.1%
ASTS vs MOS
+28.9%
+180.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +3.3% | -18.5% | -15.8% |
| 7D | -29.9% | +22.5% | -52.4% | -33.0% |
| 30D | -52.2% | +6.6% | -58.8% | -53.0% |
| 3M | -55.8% | -3.8% | -52.0% | -55.7% |
| 6M | -52.7% | -2.2% | -50.5% | -52.9% |
| YTD | -58.4% | -4.8% | -53.6% | -58.4% |
| 1Y | -57.1% | -11.7% | -45.4% | -56.5% |
| 3Y | +629.5% | -26.5% | +656.0% | +651.0% |
| 5Y | +147.7% | -32.2% | +179.9% | +160.9% |
| All | +209.1% | +28.9% | +180.3% | +221.0% |
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 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