+14.2%
ASTS vs MSTU
-89.5%
+103.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.3% |
| 7D | -21.1% | -4.3% | -16.8% | -20.5% |
| 30D | -46.7% | -34.6% | -12.1% | -43.1% |
| 3M | -52.0% | +39.0% | -91.0% | -57.3% |
| 6M | -54.3% | -70.5% | +16.3% | -48.8% |
| YTD | -55.5% | -68.6% | +13.1% | -54.1% |
| 1Y | -50.5% | -88.6% | +38.2% | -40.4% |
| All | +14.2% | -89.5% | +103.8% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling