+230.9%
ASTS vs MTCH
-44.1%
+275.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.2% |
| 7D | -21.1% | -5.7% | -15.3% | -19.4% |
| 30D | -46.7% | -4.5% | -42.2% | -46.0% |
| 3M | -52.0% | +7.1% | -59.1% | -53.9% |
| 6M | -54.3% | +3.8% | -58.0% | -55.7% |
| YTD | -55.5% | +23.6% | -79.1% | -60.4% |
| 1Y | -50.5% | +22.2% | -72.7% | -55.7% |
| 3Y | +706.2% | +43.6% | +662.6% | +582.7% |
| 5Y | +165.2% | -74.6% | +239.8% | +250.1% |
| All | +230.9% | -44.1% | +275.0% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling