+558.2%
MS vs INVH
+75.4%
+482.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.5% | -3.0% | +1.5% | 0.0% |
| 30D | -1.5% | -7.5% | +6.0% | +2.5% |
| 3M | +1.4% | -5.5% | +6.9% | +3.8% |
| 6M | +34.7% | +11.7% | +23.0% | +25.4% |
| YTD | +22.7% | +1.3% | +21.4% | +20.1% |
| 1Y | +40.1% | -6.1% | +46.2% | +42.5% |
| 3Y | +181.4% | -9.8% | +191.2% | +188.6% |
| 5Y | +142.6% | -19.7% | +162.3% | +160.5% |
| All | +558.2% | +75.4% | +482.9% | +356.1% |
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