+484.3%
MS vs INVH
+71.6%
+412.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +3.7% | -3.3% | +7.0% | +5.5% |
| 30D | +2.0% | +0.2% | +1.7% | +1.7% |
| 3M | -12.6% | -9.5% | -3.0% | -8.1% |
| 6M | -0.3% | -4.3% | +4.1% | +1.1% |
| YTD | +9.0% | -0.8% | +9.8% | +7.6% |
| 1Y | +13.9% | -3.6% | +17.5% | +14.0% |
| 3Y | +173.6% | -5.8% | +179.4% | +173.3% |
| 5Y | +122.0% | -22.3% | +144.2% | +142.6% |
| All | +484.3% | +71.6% | +412.7% | +309.0% |
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