+482.7%
MA vs INVH
+80.8%
+402.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.7% | -2.9% | +0.2% | -1.3% |
| 30D | +1.5% | -6.9% | +8.4% | +5.2% |
| 3M | +20.4% | -2.7% | +23.1% | +22.0% |
| 6M | +11.1% | +8.2% | +2.9% | +6.4% |
| YTD | +2.0% | +4.5% | -2.5% | -1.1% |
| 1Y | -2.2% | -2.3% | +0.2% | -1.9% |
| 3Y | +41.9% | -7.3% | +49.2% | +43.3% |
| 5Y | +75.4% | -20.5% | +95.8% | +89.6% |
| All | +482.7% | +80.8% | +402.0% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling