-34.6%
MP vs INVH
+1.1%
-35.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.6% | -8.7% | -3.5% |
| 7D | -12.5% | +3.1% | -15.6% | -11.3% |
| 30D | -23.3% | +5.8% | -29.1% | -21.5% |
| 3M | -24.4% | -8.5% | -15.9% | -27.6% |
| 6M | -45.8% | -1.3% | -44.4% | -46.3% |
| YTD | -28.9% | +2.6% | -31.5% | -30.6% |
| 1Y | -34.6% | +0.7% | -35.3% | -33.7% |
| All | -34.6% | +1.1% | -35.7% | -33.7% |
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