-10.9%
MP vs INVH
-21.7%
+10.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.1% |
| 7D | +9.5% | -0.9% | +10.4% | +10.0% |
| 30D | -3.0% | +1.2% | -4.1% | -3.9% |
| 3M | -30.4% | -10.4% | -20.0% | -26.8% |
| 6M | -39.2% | -3.6% | -35.6% | -39.2% |
| YTD | -23.3% | -0.1% | -23.2% | -25.6% |
| 1Y | -32.6% | -0.7% | -32.0% | -34.7% |
| 3Y | +159.3% | -4.6% | +163.9% | +150.6% |
| All | -10.9% | -21.7% | +10.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling