+125.1%
HOOD vs MSTR
+101.4%
+23.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.3% | -1.0% | -6.3% |
| 7D | -14.4% | -8.7% | -5.7% | -10.8% |
| 30D | -30.0% | -21.4% | -8.6% | -22.3% |
| 3M | -15.5% | +31.4% | -47.0% | -25.4% |
| 6M | +1.8% | -30.8% | +32.6% | +16.2% |
| YTD | -30.7% | -14.9% | -15.8% | -28.2% |
| 1Y | -45.0% | -49.3% | +4.3% | -29.8% |
| 3Y | +709.0% | +184.8% | +524.1% | +313.8% |
| 5Y | +111.8% | +62.1% | +49.7% | +22.3% |
| All | +125.1% | +101.4% | +23.7% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling