+411.3%
HOOD vs MSTZ
-99.2%
+510.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.2% | -12.1% | -1.8% |
| 7D | +13.4% | -25.4% | +38.7% | +8.4% |
| 30D | +25.8% | -60.9% | +86.7% | +5.9% |
| 3M | +38.0% | -54.2% | +92.2% | +29.1% |
| 6M | +52.2% | -65.0% | +117.2% | +45.3% |
| YTD | +3.7% | -76.5% | +80.3% | +3.8% |
| 1Y | +0.1% | -23.4% | +23.4% | +43.7% |
| All | +411.3% | -99.2% | +510.5% | +404.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling