-29.7%
MOD vs INVH
-0.2%
-29.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.2% |
| 7D | +8.2% | -2.5% | +10.7% | +7.3% |
| 30D | -38.2% | +0.7% | -38.8% | -37.8% |
| 3M | -46.2% | -8.8% | -37.5% | -46.3% |
| 6M | -62.5% | -5.0% | -57.5% | -63.1% |
| YTD | -20.1% | 0.0% | -20.1% | -21.2% |
| 1Y | -29.7% | -1.9% | -27.8% | -25.9% |
| All | -29.7% | -0.2% | -29.4% | -25.9% |
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