-15.6%
MOS vs INVH
+1.1%
-16.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.6% | +13.7% | +16.6% |
| 7D | +17.9% | +3.1% | +14.9% | +17.2% |
| 30D | +1.6% | +5.8% | -4.2% | +0.7% |
| 3M | -4.0% | -8.5% | +4.5% | -4.2% |
| 6M | -4.1% | -1.3% | -2.8% | -4.0% |
| YTD | -7.8% | +2.6% | -10.4% | -8.3% |
| 1Y | -15.6% | +0.7% | -16.3% | -14.3% |
| All | -15.6% | +1.1% | -16.6% | -14.3% |
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