-27.7%
MOS vs INVH
-21.2%
-6.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +24.8% | +1.8% | +23.0% | +24.2% |
| 30D | +22.7% | +1.1% | +21.6% | +22.3% |
| 3M | -1.2% | -8.3% | +7.1% | +1.9% |
| 6M | +5.5% | -3.7% | +9.2% | +6.8% |
| YTD | -2.0% | +0.8% | -2.8% | -2.9% |
| 1Y | -7.9% | +1.0% | -9.0% | -9.0% |
| 3Y | -25.0% | -4.3% | -20.7% | -25.3% |
| 5Y | -27.7% | -21.0% | -6.8% | -25.4% |
| All | -27.7% | -21.2% | -6.5% | -25.4% |
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