+257.3%
ASTS vs MSFU
+85.8%
+171.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.8% | +13.5% | +10.6% |
| 7D | +2.8% | -12.7% | +15.5% | +8.9% |
| 30D | -28.8% | -9.0% | -19.8% | -26.0% |
| 3M | -48.9% | +2.9% | -51.8% | -49.8% |
| 6M | -55.6% | +43.5% | -99.2% | -63.7% |
| YTD | -49.6% | -2.4% | -47.2% | -52.3% |
| 1Y | -46.1% | -13.5% | -32.6% | -45.7% |
| 3Y | +749.7% | +19.2% | +730.4% | +567.7% |
| All | +257.3% | +85.8% | +171.5% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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