+537.8%
ASTS vs MTCH
-40.4%
+578.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +7.3% | +0.7% | +6.7% | +6.9% |
| 30D | -8.9% | +9.7% | -18.6% | -12.8% |
| 3M | -41.9% | +21.1% | -63.0% | -46.8% |
| 6M | -40.6% | +37.5% | -78.1% | -48.5% |
| YTD | -14.2% | +31.9% | -46.1% | -25.2% |
| 1Y | +48.9% | +14.6% | +34.3% | +37.4% |
| 3Y | +1,461.7% | -6.2% | +1,467.8% | +1,423.3% |
| 5Y | +404.1% | -70.6% | +474.7% | +545.7% |
| All | +537.8% | -40.4% | +578.1% | +694.8% |
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