+120.2%
ASTS vs MSTU
-85.2%
+205.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | +7.3% | +21.3% | -14.0% | +2.5% |
| 30D | -8.9% | +90.8% | -99.7% | -21.2% |
| 3M | -41.9% | -6.8% | -35.2% | -44.3% |
| 6M | -40.6% | -39.8% | -0.8% | -40.5% |
| YTD | -14.2% | -55.7% | +41.5% | -14.5% |
| 1Y | +48.9% | -92.7% | +141.5% | +92.1% |
| All | +120.2% | -85.2% | +205.4% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling