+58.6%
MAS vs INVH
-4.1%
+62.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.1% |
| 7D | +2.0% | +2.0% | -0.1% | +1.0% |
| 30D | +19.4% | +4.8% | +14.6% | +16.7% |
| 3M | +9.4% | -9.8% | +19.2% | +15.0% |
| 6M | +15.3% | -3.7% | +19.0% | +17.5% |
| YTD | +31.3% | +0.8% | +30.5% | +30.8% |
| 1Y | +34.9% | +1.9% | +33.0% | +33.7% |
| 3Y | +58.6% | -4.3% | +62.9% | +51.1% |
| All | +58.6% | -4.1% | +62.7% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling