+196.7%
MAS vs INVH
+74.4%
+122.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +3.6% | +1.8% | +1.7% | +2.6% |
| 30D | +23.8% | +1.1% | +22.7% | +23.2% |
| 3M | +14.4% | -8.3% | +22.8% | +19.9% |
| 6M | +19.7% | -3.7% | +23.4% | +22.2% |
| YTD | +36.0% | +0.8% | +35.2% | +35.2% |
| 1Y | +40.4% | +1.0% | +39.3% | +39.3% |
| 3Y | +58.9% | -4.3% | +63.2% | +59.2% |
| 5Y | +44.5% | -21.0% | +65.5% | +58.2% |
| All | +196.7% | +74.4% | +122.3% | +118.8% |
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