+1,341.9%
MOD vs INVH
+80.8%
+1,261.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +9.6% | -2.9% | +12.5% | +11.2% |
| 30D | 0.0% | -6.9% | +6.9% | +3.5% |
| 3M | -35.4% | -2.7% | -32.7% | -35.3% |
| 6M | -7.3% | +8.2% | -15.5% | -12.5% |
| YTD | +45.8% | +4.5% | +41.3% | +39.8% |
| 1Y | +43.1% | -2.3% | +45.5% | +41.9% |
| 3Y | +297.7% | -7.3% | +304.9% | +301.6% |
| 5Y | +1,478.8% | -20.5% | +1,499.2% | +1,606.5% |
| All | +1,341.9% | +80.8% | +1,261.2% | +1,071.0% |
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