+1,539.7%
ASTS vs MTCH
-2.6%
+1,542.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.1% |
| 7D | +7.3% | +0.7% | +6.7% | +6.8% |
| 30D | -8.9% | +9.7% | -18.6% | -14.4% |
| 3M | -41.9% | +21.1% | -63.0% | -49.0% |
| 6M | -40.6% | +37.5% | -78.1% | -52.0% |
| YTD | -14.2% | +31.9% | -46.1% | -30.1% |
| 1Y | +48.9% | +14.6% | +34.3% | +33.0% |
| All | +1,539.7% | -2.6% | +1,542.4% | +1,185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling