+474.4%
MA vs INVH
+79.7%
+394.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -1.8% | -3.1% | +1.4% | -0.2% |
| 30D | +1.4% | -7.1% | +8.5% | +5.2% |
| 3M | +17.7% | -3.0% | +20.7% | +19.4% |
| 6M | +9.7% | +10.1% | -0.4% | +4.1% |
| YTD | +0.5% | +3.8% | -3.3% | -2.2% |
| 1Y | -2.1% | -2.1% | 0.0% | -2.0% |
| 3Y | +40.1% | -7.0% | +47.1% | +41.3% |
| 5Y | +67.5% | -20.6% | +88.1% | +81.2% |
| All | +474.4% | +79.7% | +394.7% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded INVH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling