+29.4%
ASTS vs MSTZ
-99.3%
+128.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.2% | +10.9% | +8.3% |
| 7D | +2.8% | +31.0% | -28.2% | +8.6% |
| 30D | -28.8% | +34.0% | -62.8% | -23.1% |
| 3M | -48.9% | -67.7% | +18.8% | -54.5% |
| 6M | -55.6% | -14.9% | -40.7% | -50.4% |
| YTD | -49.6% | -79.1% | +29.5% | -49.8% |
| 1Y | -46.1% | -58.9% | +12.9% | -38.6% |
| All | +29.4% | -99.3% | +128.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling