+14.5%
MCHP vs ASTS
-49.4%
+63.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +0.9% |
| 7D | -4.3% | +14.2% | -18.5% | -6.8% |
| 30D | -16.3% | -26.7% | +10.4% | -12.3% |
| 3M | -21.4% | -53.6% | +32.2% | -12.2% |
| 6M | -35.8% | -52.7% | +17.0% | -29.2% |
| YTD | -0.9% | -52.5% | +51.6% | +2.5% |
| 1Y | +14.5% | -46.5% | +61.0% | +12.2% |
| All | +14.5% | -49.4% | +63.9% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling