+653.1%
ASTS vs MSI
+78.6%
+574.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +4.0% | -19.2% | -15.4% |
| 7D | -29.9% | +5.1% | -34.9% | -30.1% |
| 30D | -52.2% | +13.3% | -65.5% | -52.7% |
| 3M | -55.8% | +18.3% | -74.1% | -56.8% |
| 6M | -52.7% | +18.7% | -71.4% | -54.1% |
| YTD | -58.4% | +36.0% | -94.4% | -61.1% |
| 1Y | -57.1% | +32.6% | -89.7% | -59.5% |
| All | +653.1% | +78.6% | +574.6% | +437.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling