+35.3%
MAS vs INVH
-20.4%
+55.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -0.8% | -2.9% | +2.2% | +0.8% |
| 30D | -5.6% | -6.9% | +1.4% | -1.9% |
| 3M | +4.4% | -2.7% | +7.2% | +6.0% |
| 6M | +7.2% | +8.2% | -1.0% | +2.7% |
| YTD | +16.1% | +4.5% | +11.6% | +13.1% |
| 1Y | +0.1% | -2.3% | +2.4% | +0.9% |
| 3Y | +28.3% | -7.3% | +35.6% | +30.0% |
| All | +35.3% | -20.4% | +55.7% | +45.7% |
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