+122.7%
HOOD vs MSI
+124.3%
-1.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.4% |
| 7D | -3.8% | +3.2% | -7.0% | -5.4% |
| 30D | -23.0% | +17.6% | -40.6% | -30.0% |
| 3M | -21.6% | +14.5% | -36.2% | -27.8% |
| 6M | +1.4% | +34.3% | -32.8% | -16.4% |
| YTD | -31.2% | +39.7% | -70.9% | -46.3% |
| 1Y | -35.9% | +40.2% | -76.1% | -50.2% |
| 3Y | +836.9% | +77.1% | +759.8% | +495.4% |
| All | +122.7% | +124.3% | -1.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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