+87.5%
MO vs INVH
+75.4%
+12.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +1.0% |
| 30D | +7.1% | -7.5% | +14.7% | +9.7% |
| 3M | -2.0% | -5.5% | +3.6% | -0.2% |
| 6M | +7.3% | +11.7% | -4.4% | +4.0% |
| YTD | +23.5% | +1.3% | +22.1% | +22.8% |
| 1Y | +11.0% | -6.1% | +17.1% | +12.7% |
| 3Y | +95.0% | -9.8% | +104.8% | +97.8% |
| 5Y | +100.6% | -19.7% | +120.3% | +107.7% |
| All | +87.5% | +75.4% | +12.1% | +50.0% |
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