+233.7%
ASTS vs MTCH
-40.4%
+274.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +0.8% | +6.7% | -5.8% | -1.8% |
| 30D | -22.6% | -1.8% | -20.8% | -22.3% |
| 3M | -54.4% | +12.2% | -66.6% | -57.1% |
| 6M | -56.4% | +16.6% | -73.0% | -59.8% |
| YTD | -55.1% | +31.8% | -87.0% | -61.1% |
| 1Y | -46.9% | +30.8% | -77.8% | -53.9% |
| 3Y | +715.0% | +49.6% | +665.4% | +578.1% |
| 5Y | +153.7% | -70.3% | +224.0% | +223.0% |
| All | +233.7% | -40.4% | +274.1% | +313.2% |
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