+194.6%
ASTS vs MSFU
+97.0%
+97.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.4% | -7.8% | -12.3% |
| 7D | -29.9% | +1.0% | -30.9% | -30.2% |
| 30D | -52.2% | +0.6% | -52.8% | -52.3% |
| 3M | -55.8% | +16.4% | -72.2% | -58.8% |
| 6M | -52.7% | +53.0% | -105.7% | -62.5% |
| YTD | -58.4% | +3.5% | -61.9% | -61.6% |
| 1Y | -57.1% | -7.8% | -49.2% | -57.9% |
| 3Y | +629.5% | +35.6% | +593.9% | +438.1% |
| All | +194.6% | +97.0% | +97.6% | +61.5% |
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