+15.2%
ASTS vs MSTU
-92.2%
+107.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.0% | -0.5% | -4.6% |
| 7D | +0.8% | -25.8% | +26.6% | +6.2% |
| 30D | -22.6% | -43.9% | +21.2% | -15.2% |
| 3M | -54.4% | +2.9% | -57.3% | -57.3% |
| 6M | -56.4% | -75.5% | +19.1% | -49.8% |
| YTD | -55.1% | -76.7% | +21.6% | -51.3% |
| 1Y | -46.9% | -88.9% | +42.0% | -35.5% |
| All | +15.2% | -92.2% | +107.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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