+736.5%
HOOD vs MAGS
+186.7%
+549.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | -0.1% |
| 7D | -0.6% | +1.3% | -1.9% | -2.0% |
| 30D | -23.6% | -6.3% | -17.2% | -16.1% |
| 3M | -10.7% | -0.1% | -10.6% | -9.5% |
| 6M | +8.2% | -0.8% | +8.9% | +10.7% |
| YTD | -26.3% | +4.7% | -31.1% | -28.7% |
| 1Y | -36.1% | +6.8% | -42.9% | -39.2% |
| 3Y | +950.7% | +128.9% | +821.8% | +451.3% |
| All | +736.5% | +186.7% | +549.8% | +297.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling