-13.2%
MCHP vs ASTS
+649.4%
-662.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | 0.0% |
| 7D | +5.7% | +0.8% | +4.9% | +5.5% |
| 30D | -13.4% | -22.6% | +9.2% | -11.2% |
| 3M | -20.1% | -54.4% | +34.3% | -14.0% |
| 6M | -35.5% | -56.4% | +20.9% | -30.9% |
| YTD | -1.6% | -55.1% | +53.6% | +3.0% |
| 1Y | +15.5% | -46.9% | +62.4% | +18.3% |
| 3Y | -13.2% | +715.0% | -728.2% | -18.2% |
| All | -13.2% | +649.4% | -662.6% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling