+159.3%
MP vs INVH
-4.3%
+163.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +9.5% | -0.9% | +10.4% | +9.7% |
| 30D | -3.0% | +1.2% | -4.1% | -3.4% |
| 3M | -30.4% | -10.4% | -20.0% | -28.7% |
| 6M | -39.2% | -3.6% | -35.6% | -39.5% |
| YTD | -23.3% | -0.1% | -23.2% | -25.1% |
| 1Y | -32.6% | -0.7% | -32.0% | -34.1% |
| 3Y | +159.3% | -4.6% | +163.9% | +128.7% |
| All | +159.3% | -4.3% | +163.6% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling