+14.2%
ASTS vs MSTZ
-99.4%
+113.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.3% | +7.2% |
| 7D | -21.1% | -1.2% | -19.9% | -20.6% |
| 30D | -46.7% | +22.2% | -68.9% | -43.4% |
| 3M | -52.0% | -70.4% | +18.4% | -57.9% |
| 6M | -54.3% | -31.0% | -23.3% | -50.4% |
| YTD | -55.5% | -81.0% | +25.6% | -56.5% |
| 1Y | -50.5% | -61.2% | +10.7% | -44.2% |
| All | +14.2% | -99.4% | +113.6% | -2.7% |
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