+73.2%
MCHP vs ASTS
+576.8%
-503.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.2% | -1.8% |
| 7D | +2.8% | +18.5% | -15.7% | +0.6% |
| 30D | -12.8% | -8.1% | -4.7% | -12.1% |
| 3M | -19.2% | -28.2% | +9.0% | -17.0% |
| 6M | +14.5% | -26.1% | +40.6% | +15.7% |
| YTD | +17.1% | -9.0% | +26.1% | +13.6% |
| 1Y | +15.3% | +62.2% | -46.9% | +3.1% |
| 3Y | +0.5% | +1,621.9% | -1,621.4% | -37.8% |
| 5Y | +6.1% | +457.0% | -450.9% | -30.4% |
| All | +73.2% | +576.8% | -503.5% | +10.7% |
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