+244.8%
ASTS vs MTCH
-42.8%
+287.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -9.3% |
| 7D | -9.3% | +3.7% | -13.1% | -10.7% |
| 30D | -33.9% | -2.8% | -31.1% | -33.5% |
| 3M | -51.0% | +9.3% | -60.3% | -53.4% |
| 6M | -55.1% | +9.2% | -64.3% | -57.5% |
| YTD | -53.6% | +26.5% | -80.1% | -59.2% |
| 1Y | -51.0% | +22.6% | -73.6% | -56.2% |
| 3Y | +681.7% | +40.8% | +640.9% | +565.7% |
| 5Y | +182.4% | -72.9% | +255.3% | +267.3% |
| All | +244.8% | -42.8% | +287.6% | +334.0% |
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