+457.0%
ASTS vs MTCH
-73.0%
+530.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +7.1% |
| 7D | +18.5% | -1.8% | +20.3% | +19.7% |
| 30D | -8.1% | +10.4% | -18.5% | -13.9% |
| 3M | -28.2% | +21.0% | -49.2% | -36.6% |
| 6M | -26.1% | +36.6% | -62.7% | -39.3% |
| YTD | -9.0% | +29.7% | -38.6% | -24.3% |
| 1Y | +62.2% | +8.6% | +53.6% | +49.5% |
| 3Y | +1,621.9% | -2.7% | +1,624.6% | +1,528.4% |
| 5Y | +457.0% | -72.9% | +530.0% | +922.5% |
| All | +457.0% | -73.0% | +530.0% | +922.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling