+153.4%
MAS vs INVH
+80.8%
+72.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +4.4% | -2.7% | +7.2% | +5.9% |
| 6M | +7.2% | +8.2% | -1.0% | +2.7% |
| YTD | +16.1% | +4.5% | +11.6% | +13.2% |
| 1Y | +0.1% | -2.3% | +2.4% | +0.9% |
| 3Y | +28.3% | -7.3% | +35.6% | +30.4% |
| 5Y | +30.5% | -20.5% | +50.9% | +41.9% |
| All | +153.4% | +80.8% | +72.6% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling