+142.9%
HOOD vs MTSI
+324.2%
-181.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.3% | -1.2% |
| 7D | -3.2% | +7.2% | -10.4% | -7.4% |
| 30D | -22.6% | -18.4% | -4.1% | -15.7% |
| 3M | -10.4% | -16.7% | +6.3% | -6.1% |
| 6M | +4.7% | -31.7% | +36.4% | +16.1% |
| YTD | -25.2% | +45.9% | -71.1% | -51.9% |
| 1Y | -35.9% | +47.0% | -82.9% | -58.9% |
| 3Y | +927.7% | +224.1% | +703.6% | +251.6% |
| 5Y | +147.5% | +238.5% | -91.0% | -25.4% |
| All | +142.9% | +324.2% | -181.3% | -33.2% |
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