+46.7%
MCHP vs ASTS
+274.8%
-228.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.7% | -5.7% | +1.9% |
| 7D | -17.5% | +2.8% | -20.3% | -17.9% |
| 30D | -15.8% | -28.8% | +13.0% | -12.6% |
| 3M | -22.9% | -48.9% | +26.0% | -17.0% |
| 6M | -36.6% | -55.6% | +19.1% | -31.6% |
| YTD | -0.8% | -49.6% | +48.7% | +2.7% |
| 1Y | +16.5% | -46.1% | +62.6% | +18.8% |
| 3Y | -13.6% | +749.7% | -763.3% | -41.5% |
| 5Y | -17.0% | +193.2% | -210.2% | -41.5% |
| All | +46.7% | +274.8% | -228.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling