+432.1%
HOOD vs MSTZ
-99.3%
+531.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -1.4% |
| 7D | +17.1% | -29.7% | +46.8% | +10.3% |
| 30D | +31.6% | -65.3% | +96.9% | +7.4% |
| 3M | +38.2% | -57.3% | +95.6% | +27.6% |
| 6M | +48.5% | -61.6% | +110.2% | +45.3% |
| YTD | +8.0% | -78.3% | +86.2% | +5.6% |
| 1Y | +18.7% | -30.2% | +48.9% | +66.0% |
| All | +432.1% | -99.3% | +531.3% | +413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling