+133.6%
HOOD vs MOS
-20.5%
+154.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.7% | -2.5% |
| 7D | +3.8% | -2.6% | +6.3% | +4.6% |
| 30D | -26.4% | +13.5% | -39.8% | -29.5% |
| 3M | -14.3% | -2.9% | -11.4% | -14.3% |
| 6M | +3.9% | -1.0% | +4.9% | +2.9% |
| YTD | -28.1% | -7.2% | -20.9% | -28.5% |
| 1Y | -38.8% | -11.4% | -27.4% | -38.6% |
| 3Y | +888.5% | -29.0% | +917.4% | +936.0% |
| 5Y | +131.0% | -34.0% | +165.0% | +107.7% |
| All | +133.6% | -20.5% | +154.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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