+69.1%
ASTS vs MTCH
+9.3%
+59.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.7% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -9.2% | +12.8% | -22.0% | -11.4% |
| 3M | -29.6% | +20.0% | -49.6% | -32.0% |
| 6M | -30.5% | +34.7% | -65.2% | -32.5% |
| YTD | -14.1% | +30.6% | -44.6% | -14.3% |
| 1Y | +69.1% | +10.9% | +58.2% | +61.4% |
| All | +69.1% | +9.3% | +59.8% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling