+30.4%
ASTS vs MSTU
-90.1%
+120.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -5.1% | +19.2% | +15.0% |
| 7D | +1.5% | -9.3% | +10.8% | +3.1% |
| 30D | -27.6% | -38.3% | +10.7% | -22.0% |
| 3M | -48.7% | +24.0% | -72.8% | -53.5% |
| 6M | -50.8% | -72.1% | +21.2% | -44.6% |
| YTD | -49.2% | -70.2% | +21.0% | -47.3% |
| 1Y | -46.7% | -89.6% | +42.9% | -35.0% |
| All | +30.4% | -90.1% | +120.4% | +26.6% |
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