+133.6%
HOOD vs MSTR
+88.6%
+45.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -0.8% |
| 7D | -5.1% | -10.7% | +5.7% | -0.2% |
| 30D | -25.4% | -21.6% | -3.8% | -17.1% |
| 3M | -14.0% | +24.4% | -38.3% | -22.2% |
| 6M | +5.6% | -35.5% | +41.0% | +24.2% |
| YTD | -28.1% | -20.3% | -7.8% | -23.4% |
| 1Y | -40.1% | -49.3% | +9.2% | -23.6% |
| 3Y | +888.2% | +137.8% | +750.4% | +447.0% |
| 5Y | +135.8% | +48.3% | +87.5% | +41.5% |
| All | +133.6% | +88.6% | +45.0% | +18.7% |
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