+120.2%
ASTS vs MSTZ
-99.3%
+219.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.7% |
| 7D | +7.3% | -29.7% | +37.1% | +2.4% |
| 30D | -8.9% | -65.3% | +56.4% | -21.5% |
| 3M | -41.9% | -57.3% | +15.4% | -45.2% |
| 6M | -40.6% | -61.6% | +21.0% | -42.4% |
| YTD | -14.2% | -78.3% | +64.1% | -18.1% |
| 1Y | +48.9% | -30.2% | +79.1% | +79.6% |
| All | +120.2% | -99.3% | +219.4% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling