+125.1%
HOOD vs MTSI
+223.2%
-98.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -18.4% | +8.0% | -1.0% |
| 7D | -14.4% | -24.6% | +10.2% | -1.7% |
| 30D | -30.0% | -45.7% | +15.7% | -6.0% |
| 3M | -15.5% | -27.7% | +12.2% | -5.9% |
| 6M | +1.8% | -37.3% | +39.1% | +14.9% |
| YTD | -30.7% | +11.1% | -41.8% | -48.6% |
| 1Y | -45.0% | +27.2% | -72.2% | -63.3% |
| 3Y | +709.0% | +153.7% | +555.3% | +213.6% |
| 5Y | +111.8% | +159.0% | -47.2% | -26.3% |
| All | +125.1% | +223.2% | -98.0% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling