+67.6%
MA vs INVH
-21.2%
+88.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | -3.5% | -3.1% | -0.3% | -2.2% |
| 30D | +0.7% | -7.5% | +8.2% | +4.0% |
| 3M | +15.8% | -6.3% | +22.1% | +18.9% |
| 6M | +10.2% | +9.4% | +0.8% | +5.8% |
| YTD | -0.5% | +1.4% | -1.9% | -1.6% |
| 1Y | -1.8% | -4.1% | +2.3% | -0.6% |
| 3Y | +38.7% | -9.2% | +47.9% | +41.5% |
| 5Y | +67.6% | -19.6% | +87.3% | +84.9% |
| All | +67.6% | -21.2% | +88.9% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling