+413.2%
MP vs INVH
+19.4%
+393.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.4% |
| 7D | -4.6% | -3.1% | -1.4% | -3.1% |
| 30D | -7.1% | -7.5% | +0.4% | -3.6% |
| 3M | -4.0% | -6.3% | +2.3% | -1.8% |
| 6M | -16.7% | +9.4% | -26.1% | -22.3% |
| YTD | +1.6% | +1.4% | +0.2% | -1.8% |
| 1Y | -17.8% | -4.1% | -13.7% | -18.3% |
| 3Y | +139.6% | -9.2% | +148.8% | +142.3% |
| 5Y | +50.5% | -19.6% | +70.1% | +60.7% |
| All | +413.2% | +19.4% | +393.8% | +321.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling