+215.4%
ASTS vs MSFU
+93.3%
+122.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +8.9% | +7.8% |
| 7D | -21.1% | +2.5% | -23.5% | -21.9% |
| 30D | -46.7% | -1.3% | -45.4% | -46.5% |
| 3M | -52.0% | +8.6% | -60.7% | -54.0% |
| 6M | -54.3% | +48.4% | -102.7% | -63.2% |
| YTD | -55.5% | +1.6% | -57.1% | -58.6% |
| 1Y | -50.5% | -5.8% | -44.7% | -52.2% |
| 3Y | +706.2% | +30.9% | +675.3% | +504.4% |
| All | +215.4% | +93.3% | +122.1% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling