+132.4%
HOOD vs MSTR
+100.8%
+31.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -4.8% | -1.2% | -3.6% | -4.2% |
| 30D | -26.1% | -15.9% | -10.2% | -20.3% |
| 3M | -10.8% | +33.1% | -43.9% | -21.7% |
| 6M | +2.4% | -31.0% | +33.3% | +17.0% |
| YTD | -28.5% | -15.1% | -13.3% | -25.8% |
| 1Y | -36.3% | -45.6% | +9.3% | -21.1% |
| 3Y | +743.7% | +180.5% | +563.2% | +334.4% |
| 5Y | +118.6% | +61.7% | +57.0% | +26.4% |
| All | +132.4% | +100.8% | +31.5% | +15.0% |
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