+663.5%
MOD vs INVH
+74.4%
+589.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -17.8% | +1.8% | -19.7% | -19.0% |
| 30D | -43.2% | +1.1% | -44.4% | -44.0% |
| 3M | -46.0% | -8.3% | -37.7% | -44.2% |
| 6M | -62.2% | -3.7% | -58.6% | -62.4% |
| YTD | -22.8% | +0.8% | -23.6% | -25.3% |
| 1Y | -35.5% | +1.0% | -36.5% | -37.7% |
| 3Y | +128.2% | -4.3% | +132.5% | +124.0% |
| 5Y | +791.6% | -21.0% | +812.6% | +857.5% |
| All | +663.5% | +74.4% | +589.0% | +525.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling