+123.6%
HOOD vs MTSI
+294.0%
-170.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -1.5% |
| 7D | -3.8% | +10.0% | -13.8% | -8.6% |
| 30D | -23.0% | -20.3% | -2.6% | -15.3% |
| 3M | -21.6% | -24.4% | +2.8% | -13.6% |
| 6M | +1.4% | -39.2% | +40.6% | +20.0% |
| YTD | -31.2% | +35.5% | -66.6% | -54.0% |
| 1Y | -35.9% | +43.0% | -79.0% | -58.7% |
| 3Y | +836.9% | +196.3% | +640.7% | +236.7% |
| 5Y | +121.1% | +210.0% | -88.9% | -30.3% |
| All | +123.6% | +294.0% | -170.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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