+34.3%
MOD vs INVH
-2.1%
+36.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +3.6% | -2.3% | +5.9% | +3.3% |
| 30D | -2.6% | -5.7% | +3.1% | -3.4% |
| 3M | -33.1% | -4.5% | -28.7% | -33.7% |
| 6M | -7.5% | +11.0% | -18.5% | -11.7% |
| YTD | +39.3% | +3.7% | +35.6% | +36.5% |
| 1Y | +34.3% | -2.8% | +37.1% | +22.1% |
| All | +34.3% | -2.1% | +36.4% | +22.1% |
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 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