+538.9%
ASTS vs MOH
+63.2%
+475.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.3% |
| 30D | -9.2% | -2.4% | -6.9% | -9.1% |
| 3M | -29.6% | -4.4% | -25.2% | -29.5% |
| 6M | -30.5% | +32.9% | -63.4% | -32.7% |
| YTD | -14.1% | +11.9% | -25.9% | -16.0% |
| 1Y | +69.1% | +6.9% | +62.2% | +65.2% |
| 3Y | +1,525.5% | -39.4% | +1,564.9% | +1,557.6% |
| 5Y | +425.9% | -25.0% | +450.8% | +425.0% |
| All | +538.9% | +63.2% | +475.7% | +524.7% |
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