-4.2%
MOS vs INVH
-19.3%
+15.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +7.1% | -3.1% | +10.2% | +8.2% |
| 30D | +15.0% | -7.1% | +22.1% | +17.9% |
| 3M | +24.1% | -3.0% | +27.1% | +25.2% |
| 6M | +2.7% | +10.1% | -7.4% | -1.1% |
| YTD | +12.2% | +3.8% | +8.3% | +9.9% |
| 1Y | -16.3% | -2.1% | -14.2% | -16.2% |
| 3Y | -23.3% | -7.0% | -16.3% | -22.7% |
| 5Y | -4.2% | -20.6% | +16.4% | +1.5% |
| All | -4.2% | -19.3% | +15.2% | +1.5% |
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