+84.3%
MKSI vs INVH
-20.2%
+104.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -3.0% | +5.7% | +4.5% |
| 30D | -12.8% | -7.5% | -5.3% | -8.9% |
| 3M | -22.5% | -5.5% | -17.0% | -20.9% |
| 6M | +19.4% | +11.7% | +7.7% | +8.7% |
| YTD | +67.7% | +1.3% | +66.4% | +61.7% |
| 1Y | +131.4% | -6.1% | +137.5% | +134.3% |
| 3Y | +197.3% | -9.8% | +207.1% | +203.8% |
| All | +84.3% | -20.2% | +104.5% | +107.7% |
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