+507.9%
ASTS vs MSFU
+76.3%
+431.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.9% |
| 7D | +7.3% | -5.7% | +13.0% | +9.6% |
| 30D | -8.9% | +4.2% | -13.1% | -11.2% |
| 3M | -41.9% | +27.9% | -69.8% | -48.8% |
| 6M | -40.6% | +37.1% | -77.7% | -51.4% |
| YTD | -14.2% | -7.4% | -6.8% | -17.0% |
| 1Y | +48.9% | -19.6% | +68.5% | +54.3% |
| 3Y | +1,461.7% | +33.2% | +1,428.5% | +1,031.9% |
| All | +507.9% | +76.3% | +431.6% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling