+513.2%
ASTS vs MOH
+68.4%
+444.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -4.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.5% |
| 30D | -16.4% | +3.0% | -19.3% | -16.6% |
| 3M | -31.4% | +1.2% | -32.6% | -31.5% |
| 6M | -31.6% | +41.7% | -73.3% | -34.2% |
| YTD | -17.5% | +15.4% | -32.9% | -19.5% |
| 1Y | +59.4% | +11.8% | +47.6% | +55.2% |
| 3Y | +1,460.2% | -37.5% | +1,497.7% | +1,487.2% |
| 5Y | +413.4% | -20.6% | +434.0% | +410.8% |
| All | +513.2% | +68.4% | +444.8% | +498.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MOH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling