+39.1%
MAS vs INVH
-22.4%
+61.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | +1.2% | -3.3% | +4.5% | +3.1% |
| 30D | +21.6% | +0.2% | +21.4% | +21.6% |
| 3M | +14.1% | -9.5% | +23.6% | +20.6% |
| 6M | +22.6% | -4.3% | +26.9% | +25.8% |
| YTD | +35.4% | -0.8% | +36.3% | +35.9% |
| 1Y | +37.5% | -3.6% | +41.1% | +40.0% |
| 3Y | +58.3% | -5.8% | +64.1% | +58.5% |
| 5Y | +39.1% | -22.3% | +61.3% | +56.1% |
| All | +39.1% | -22.4% | +61.5% | +56.1% |
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 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