+513.2%
ASTS vs MTCH
-40.4%
+553.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.4% |
| 7D | -3.6% | -1.4% | -2.1% | -3.1% |
| 30D | -16.4% | +13.6% | -30.0% | -21.2% |
| 3M | -31.4% | +22.4% | -53.8% | -37.6% |
| 6M | -31.6% | +37.2% | -68.7% | -40.6% |
| YTD | -17.5% | +31.8% | -49.3% | -28.1% |
| 1Y | +59.4% | +12.9% | +46.5% | +47.9% |
| 3Y | +1,460.2% | -1.1% | +1,461.3% | +1,392.9% |
| 5Y | +413.4% | -73.5% | +486.9% | +564.9% |
| All | +513.2% | -40.4% | +553.6% | +663.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling