+208.9%
MGY vs INVH
+63.0%
+146.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +3.1% | -2.8% | +5.9% | +4.3% |
| 30D | +5.3% | -8.9% | +14.2% | +9.5% |
| 3M | +0.7% | -6.1% | +6.8% | +3.1% |
| 6M | -5.1% | +12.9% | -18.0% | -11.0% |
| YTD | +28.6% | +1.5% | +27.1% | +26.1% |
| 1Y | +19.1% | -4.6% | +23.7% | +19.9% |
| 3Y | +27.6% | -12.4% | +39.9% | +31.9% |
| 5Y | +93.3% | -20.1% | +113.5% | +105.8% |
| All | +208.9% | +63.0% | +146.0% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling