+537.8%
ASTS vs MS
+474.8%
+63.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +7.3% | +1.4% | +6.0% | +6.5% |
| 30D | -8.9% | -0.3% | -8.6% | -8.6% |
| 3M | -41.9% | +0.3% | -42.2% | -41.6% |
| 6M | -40.6% | +31.3% | -71.9% | -48.5% |
| YTD | -14.2% | +24.7% | -38.9% | -23.0% |
| 1Y | +48.9% | +47.9% | +0.9% | +23.1% |
| 3Y | +1,461.7% | +178.3% | +1,283.3% | +871.5% |
| 5Y | +404.1% | +144.9% | +259.2% | +220.8% |
| All | +537.8% | +474.8% | +63.0% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling