-13.9%
MOS vs INVH
+73.1%
-87.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | +5.5% | -2.5% | +8.0% | +6.7% |
| 30D | +21.0% | +0.7% | +20.3% | +20.7% |
| 3M | -0.5% | -8.8% | +8.3% | +4.0% |
| 6M | +6.6% | -5.0% | +11.6% | +9.0% |
| YTD | -2.8% | 0.0% | -2.8% | -3.7% |
| 1Y | -8.1% | -1.9% | -6.2% | -8.2% |
| 3Y | -25.6% | -5.0% | -20.6% | -25.9% |
| 5Y | -29.8% | -21.6% | -8.2% | -24.5% |
| All | -13.9% | +73.1% | -87.0% | -40.3% |
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 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