+230.9%
ASTS vs MSI
+237.1%
-6.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.5% | +7.2% |
| 7D | -21.1% | +4.7% | -25.8% | -22.4% |
| 30D | -46.7% | +14.8% | -61.5% | -49.1% |
| 3M | -52.0% | +8.8% | -60.8% | -53.5% |
| 6M | -54.3% | +19.3% | -73.6% | -57.4% |
| YTD | -55.5% | +35.3% | -90.8% | -60.6% |
| 1Y | -50.5% | +33.8% | -84.2% | -56.1% |
| 3Y | +706.2% | +74.4% | +631.8% | +533.0% |
| 5Y | +165.2% | +120.5% | +44.7% | +84.4% |
| All | +230.9% | +237.1% | -6.1% | +122.3% |
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