+200.6%
MAS vs INVH
+75.1%
+125.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.3% |
| 7D | +3.3% | +1.3% | +2.0% | +2.7% |
| 30D | +25.5% | +1.5% | +23.9% | +24.6% |
| 3M | +11.8% | -9.4% | +21.2% | +17.8% |
| 6M | +21.3% | -3.3% | +24.6% | +23.6% |
| YTD | +37.7% | +1.2% | +36.5% | +36.7% |
| 1Y | +41.0% | +1.5% | +39.5% | +39.6% |
| 3Y | +63.0% | -2.4% | +65.4% | +61.6% |
| 5Y | +44.1% | -20.6% | +64.7% | +57.3% |
| All | +200.6% | +75.1% | +125.5% | +121.2% |
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