+19.0%
ASTS vs MSTZ
-99.3%
+118.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +7.6% | -16.3% | -7.4% |
| 7D | -9.3% | +21.1% | -30.4% | -5.5% |
| 30D | -33.9% | +40.1% | -74.0% | -28.1% |
| 3M | -51.0% | -66.1% | +15.1% | -56.0% |
| 6M | -55.1% | -20.7% | -34.4% | -50.3% |
| YTD | -53.6% | -78.6% | +25.0% | -53.7% |
| 1Y | -51.0% | -55.5% | +4.5% | -43.5% |
| All | +19.0% | -99.3% | +118.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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