+5.4%
MOD vs INVH
-2.8%
+8.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.8% | +27.1% | +28.1% |
| 7D | +40.4% | -0.9% | +41.3% | +39.7% |
| 30D | -14.0% | +1.2% | -15.2% | -13.4% |
| 3M | -33.3% | -10.4% | -23.0% | -34.0% |
| 6M | -51.4% | -3.6% | -47.8% | -52.5% |
| YTD | +1.6% | -0.1% | +1.7% | +0.6% |
| 1Y | +5.4% | -0.7% | +6.0% | +10.2% |
| All | +5.4% | -2.8% | +8.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling