+45.2%
MCHP vs ASTS
+277.6%
-232.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.1% | -8.7% | +3.7% |
| 7D | -19.2% | +1.5% | -20.7% | -19.4% |
| 30D | -18.6% | -27.6% | +9.0% | -15.6% |
| 3M | -26.9% | -48.7% | +21.8% | -21.4% |
| 6M | -37.2% | -50.8% | +13.6% | -33.1% |
| YTD | -1.8% | -49.2% | +47.4% | +1.6% |
| 1Y | +12.1% | -46.7% | +58.8% | +14.5% |
| 3Y | -10.0% | +793.2% | -803.2% | -39.4% |
| 5Y | -17.3% | +195.6% | -212.9% | -41.7% |
| All | +45.2% | +277.6% | -232.4% | -1.0% |
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