-13.2%
MOS vs INVH
+74.4%
-87.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +24.8% | +1.8% | +23.0% | +24.0% |
| 30D | +22.7% | +1.1% | +21.6% | +22.2% |
| 3M | -1.2% | -8.3% | +7.1% | +3.0% |
| 6M | +5.5% | -3.7% | +9.2% | +7.2% |
| YTD | -2.0% | +0.8% | -2.8% | -3.3% |
| 1Y | -7.9% | +1.0% | -9.0% | -9.4% |
| 3Y | -25.0% | -4.3% | -20.7% | -25.5% |
| 5Y | -27.7% | -21.0% | -6.8% | -22.6% |
| All | -13.2% | +74.4% | -87.6% | -40.0% |
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