+253.1%
ASTS vs MSI
+247.5%
+5.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.5% |
| 7D | +14.2% | +2.6% | +11.6% | +13.5% |
| 30D | -26.7% | +18.1% | -44.8% | -30.5% |
| 3M | -53.6% | +13.2% | -66.8% | -55.5% |
| 6M | -52.7% | +36.3% | -89.0% | -57.4% |
| YTD | -52.5% | +39.5% | -92.0% | -58.3% |
| 1Y | -46.5% | +36.9% | -83.4% | -52.8% |
| 3Y | +700.5% | +76.1% | +624.4% | +528.6% |
| 5Y | +168.5% | +123.7% | +44.8% | +85.6% |
| All | +253.1% | +247.5% | +5.7% | +135.4% |
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