+233.7%
ASTS vs MOH
+76.1%
+157.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -22.6% | +0.1% | -22.8% | -22.7% |
| 3M | -54.4% | +1.8% | -56.3% | -54.5% |
| 6M | -56.4% | +9.1% | -65.5% | -56.8% |
| YTD | -55.1% | +20.7% | -75.8% | -56.4% |
| 1Y | -46.9% | +51.3% | -98.2% | -49.7% |
| 3Y | +715.0% | -42.0% | +757.0% | +739.8% |
| 5Y | +153.7% | -33.1% | +186.8% | +154.5% |
| All | +233.7% | +76.1% | +157.6% | +224.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling