+210.4%
MGY vs INVH
+62.7%
+147.7%
-77.8%
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% | +0.2% |
| 7D | +3.5% | -3.0% | +6.5% | +4.9% |
| 30D | +5.3% | -7.5% | +12.8% | +8.8% |
| 3M | +2.6% | -5.5% | +8.2% | +4.8% |
| 6M | -3.3% | +11.7% | -15.0% | -8.8% |
| YTD | +29.2% | +1.3% | +27.9% | +26.8% |
| 1Y | +18.0% | -6.1% | +24.1% | +19.6% |
| 3Y | +30.0% | -9.8% | +39.8% | +32.6% |
| 5Y | +92.7% | -19.7% | +112.4% | +104.5% |
| All | +210.4% | +62.7% | +147.7% | +165.3% |
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