+904.9%
MOD vs INVH
+72.9%
+832.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.8% | +27.1% | +27.5% |
| 7D | +40.4% | -0.9% | +41.3% | +41.2% |
| 30D | -14.0% | +1.2% | -15.2% | -15.2% |
| 3M | -33.3% | -10.4% | -23.0% | -30.3% |
| 6M | -51.4% | -3.6% | -47.8% | -51.6% |
| YTD | +1.6% | -0.1% | +1.7% | -1.2% |
| 1Y | +5.4% | -0.7% | +6.0% | +2.7% |
| 3Y | +191.0% | -4.6% | +195.6% | +186.1% |
| 5Y | +1,093.1% | -21.7% | +1,114.8% | +1,187.4% |
| All | +904.9% | +72.9% | +832.0% | +727.4% |
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