+1,569.7%
MOD vs INVH
-19.3%
+1,589.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +6.3% | -3.1% | +9.4% | +7.7% |
| 30D | -1.7% | -7.1% | +5.4% | +1.3% |
| 3M | -30.1% | -3.0% | -27.1% | -30.0% |
| 6M | +2.7% | +10.1% | -7.4% | -3.6% |
| YTD | +44.1% | +3.8% | +40.2% | +39.0% |
| 1Y | +38.7% | -2.1% | +40.8% | +37.5% |
| 3Y | +309.8% | -7.0% | +316.8% | +313.6% |
| 5Y | +1,569.7% | -20.6% | +1,590.3% | +1,725.5% |
| All | +1,569.7% | -19.3% | +1,589.0% | +1,725.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling