+472.7%
MA vs INVH
+75.4%
+397.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.7% | -3.0% | +1.3% | -0.2% |
| 30D | +1.7% | -7.5% | +9.2% | +5.7% |
| 3M | +17.2% | -5.5% | +22.7% | +20.4% |
| 6M | +13.3% | +11.7% | +1.6% | +6.7% |
| YTD | +0.2% | +1.3% | -1.1% | -1.3% |
| 1Y | -2.7% | -6.1% | +3.4% | -0.6% |
| 3Y | +39.1% | -9.8% | +48.8% | +42.3% |
| 5Y | +68.8% | -19.7% | +88.4% | +81.2% |
| All | +472.7% | +75.4% | +397.3% | +324.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling