+230.9%
ASTS vs MS
+381.9%
-151.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.4% |
| 7D | -21.1% | -1.6% | -19.5% | -20.2% |
| 30D | -46.7% | -3.8% | -42.9% | -45.3% |
| 3M | -52.0% | -14.6% | -37.4% | -47.2% |
| 6M | -54.3% | -5.1% | -49.2% | -52.3% |
| YTD | -55.5% | +4.5% | -60.0% | -55.6% |
| 1Y | -50.5% | +13.5% | -64.0% | -52.4% |
| 3Y | +706.2% | +160.4% | +545.8% | +432.0% |
| 5Y | +165.2% | +112.9% | +52.4% | +87.0% |
| All | +230.9% | +381.9% | -151.0% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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