+315.1%
MNST vs INVH
+75.4%
+239.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.0% | -3.0% | +2.0% | +0.2% |
| 30D | -5.6% | -7.5% | +1.9% | -2.8% |
| 3M | -5.7% | -5.5% | -0.2% | -3.7% |
| 6M | +12.0% | +11.7% | +0.3% | +7.1% |
| YTD | +13.2% | +1.3% | +11.9% | +12.0% |
| 1Y | +36.1% | -6.1% | +42.1% | +38.3% |
| 3Y | +52.9% | -9.8% | +62.6% | +55.3% |
| 5Y | +81.0% | -19.7% | +100.7% | +90.4% |
| All | +315.1% | +75.4% | +239.7% | +205.1% |
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