+690.1%
MOD vs INVH
+73.1%
+617.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +8.2% | -2.5% | +10.7% | +9.5% |
| 30D | -38.2% | +0.7% | -38.8% | -38.9% |
| 3M | -46.2% | -8.8% | -37.5% | -44.3% |
| 6M | -62.5% | -5.0% | -57.5% | -62.4% |
| YTD | -20.1% | 0.0% | -20.1% | -22.4% |
| 1Y | -29.7% | -1.9% | -27.8% | -31.0% |
| 3Y | +136.2% | -5.0% | +141.2% | +132.6% |
| 5Y | +820.4% | -21.6% | +841.9% | +891.7% |
| All | +690.1% | +73.1% | +617.1% | +549.8% |
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