+244.8%
ASTS vs MSI
+245.5%
-0.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | -9.3% | +7.4% | -16.7% | -11.4% |
| 30D | -33.9% | +18.7% | -52.6% | -37.5% |
| 3M | -51.0% | +14.5% | -65.5% | -53.2% |
| 6M | -55.1% | +38.1% | -93.2% | -59.8% |
| YTD | -53.6% | +38.7% | -92.3% | -59.3% |
| 1Y | -51.0% | +35.4% | -86.4% | -56.6% |
| 3Y | +681.7% | +75.1% | +606.6% | +514.6% |
| 5Y | +182.4% | +126.4% | +56.0% | +95.0% |
| All | +244.8% | +245.5% | -0.7% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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