+132.4%
HOOD vs MTSI
+258.2%
-125.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.8% | -7.6% | -2.3% |
| 7D | -4.8% | -10.0% | +5.2% | -0.4% |
| 30D | -26.1% | -37.2% | +11.1% | -8.1% |
| 3M | -10.8% | -30.1% | +19.3% | +2.3% |
| 6M | +2.4% | -31.9% | +34.3% | +10.9% |
| YTD | -28.5% | +23.2% | -51.6% | -49.7% |
| 1Y | -36.3% | +26.4% | -62.7% | -55.9% |
| 3Y | +743.7% | +186.2% | +557.5% | +205.7% |
| 5Y | +118.6% | +187.0% | -68.4% | -27.9% |
| All | +132.4% | +258.2% | -125.8% | -30.1% |
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