+123.6%
HOOD vs MSTR
+73.9%
+49.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.2% |
| 7D | -3.8% | -13.4% | +9.7% | +2.4% |
| 30D | -23.0% | -22.1% | -0.9% | -14.3% |
| 3M | -21.6% | +15.0% | -36.6% | -26.7% |
| 6M | +1.4% | -37.3% | +38.7% | +20.9% |
| YTD | -31.2% | -26.5% | -4.6% | -24.0% |
| 1Y | -35.9% | -46.5% | +10.5% | -19.9% |
| 3Y | +836.9% | +121.1% | +715.9% | +435.4% |
| 5Y | +121.1% | +37.5% | +83.6% | +37.1% |
| All | +123.6% | +73.9% | +49.7% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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