+173.7%
MET vs INVH
+79.4%
+94.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.8% | -2.3% | +1.5% | +0.4% |
| 30D | -1.4% | -5.7% | +4.3% | +1.7% |
| 3M | +12.5% | -4.5% | +17.0% | +15.0% |
| 6M | +37.1% | +11.0% | +26.1% | +29.0% |
| YTD | +23.8% | +3.7% | +20.1% | +20.4% |
| 1Y | +24.1% | -2.8% | +27.0% | +24.8% |
| 3Y | +65.2% | -7.1% | +72.3% | +68.0% |
| 5Y | +82.3% | -19.4% | +101.7% | +96.0% |
| All | +173.7% | +79.4% | +94.3% | +116.2% |
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