+685.9%
MOD vs INVH
+71.6%
+614.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | +16.1% | -3.3% | +19.4% | +17.9% |
| 30D | -38.5% | +0.2% | -38.7% | -39.2% |
| 3M | -46.8% | -9.5% | -37.3% | -44.7% |
| 6M | -61.6% | -4.3% | -57.3% | -61.7% |
| YTD | -20.5% | -0.8% | -19.7% | -22.5% |
| 1Y | -28.0% | -3.6% | -24.4% | -28.7% |
| 3Y | +134.9% | -5.8% | +140.7% | +132.3% |
| 5Y | +833.2% | -22.3% | +855.4% | +909.8% |
| All | +685.9% | +71.6% | +614.3% | +549.0% |
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