+139.3%
HOOD vs MSTR
+95.6%
+43.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +4.1% |
| 7D | -0.6% | -4.0% | +3.3% | +1.2% |
| 30D | -23.6% | -18.6% | -4.9% | -16.4% |
| 3M | -10.7% | +25.6% | -36.3% | -19.6% |
| 6M | +8.2% | -33.1% | +41.2% | +25.2% |
| YTD | -26.3% | -17.3% | -9.0% | -22.7% |
| 1Y | -36.1% | -48.1% | +12.0% | -19.3% |
| 3Y | +950.7% | +154.2% | +796.5% | +465.2% |
| 5Y | +127.0% | +46.2% | +80.8% | +37.6% |
| All | +139.3% | +95.6% | +43.6% | +19.7% |
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