+653.1%
ASTS vs MS
+159.2%
+493.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.9% | -9.3% | -9.4% |
| 7D | -29.9% | -3.4% | -26.5% | -27.2% |
| 30D | -52.2% | -3.9% | -48.2% | -50.0% |
| 3M | -55.8% | -15.9% | -39.9% | -47.5% |
| 6M | -52.7% | -2.5% | -50.2% | -50.8% |
| YTD | -58.4% | +5.1% | -63.5% | -59.5% |
| 1Y | -57.1% | +13.0% | -70.0% | -60.3% |
| All | +653.1% | +159.2% | +493.9% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling