+264.6%
ASTS vs MS
+415.2%
-150.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.4% | -6.6% |
| 7D | -15.8% | +2.6% | -18.4% | -17.2% |
| 30D | -39.0% | +2.6% | -41.7% | -40.0% |
| 3M | -49.3% | -10.1% | -39.3% | -46.1% |
| 6M | -47.9% | +4.4% | -52.3% | -48.8% |
| YTD | -51.0% | +11.7% | -62.7% | -53.2% |
| 1Y | -49.2% | +20.9% | -70.1% | -53.1% |
| 3Y | +760.4% | +177.1% | +583.2% | +444.7% |
| 5Y | +185.6% | +127.7% | +57.9% | +92.8% |
| All | +264.6% | +415.2% | -150.6% | +141.6% |
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