+1,505.9%
ASTS vs MSFU
+32.9%
+1,473.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.7% |
| 7D | +7.3% | -5.7% | +13.0% | +9.3% |
| 30D | -8.9% | +4.2% | -13.1% | -10.8% |
| 3M | -41.9% | +27.9% | -69.8% | -47.8% |
| 6M | -40.6% | +37.1% | -77.7% | -50.1% |
| YTD | -14.2% | -7.4% | -6.8% | -16.1% |
| 1Y | +48.9% | -19.6% | +68.5% | +55.4% |
| All | +1,505.9% | +32.9% | +1,473.0% | +1,269.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling