+75.1%
MCHP vs ASTS
+537.8%
-462.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +1.7% | +7.3% | -5.6% | +0.8% |
| 30D | -4.1% | -8.9% | +4.8% | -3.1% |
| 3M | -22.5% | -41.9% | +19.4% | -18.4% |
| 6M | +7.3% | -40.6% | +47.9% | +11.1% |
| YTD | +18.4% | -14.2% | +32.6% | +15.7% |
| 1Y | +18.1% | +48.9% | -30.7% | +6.7% |
| 3Y | -2.8% | +1,461.7% | -1,464.4% | -39.0% |
| 5Y | +5.5% | +404.1% | -398.6% | -30.0% |
| All | +75.1% | +537.8% | -462.7% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling