+1,057.4%
HOOD vs MAGS
+187.7%
+869.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.2% |
| 7D | +7.7% | +0.8% | +6.9% | +7.0% |
| 30D | +22.0% | +0.4% | +21.6% | +22.0% |
| 3M | +37.6% | +5.6% | +32.0% | +28.3% |
| 6M | +45.3% | +12.3% | +33.0% | +26.8% |
| YTD | +1.9% | +5.1% | -3.2% | -2.4% |
| 1Y | -2.7% | +14.0% | -16.7% | -14.4% |
| 3Y | +973.4% | +129.4% | +844.0% | +458.5% |
| All | +1,057.4% | +187.7% | +869.8% | +443.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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