+174.7%
MS vs INVH
-5.0%
+179.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +3.7% | -3.3% | +7.0% | +4.9% |
| 30D | +2.0% | +0.2% | +1.7% | +1.8% |
| 3M | -12.6% | -9.5% | -3.0% | -9.7% |
| 6M | -0.3% | -4.3% | +4.1% | +0.4% |
| YTD | +9.0% | -0.8% | +9.8% | +7.8% |
| 1Y | +13.9% | -3.6% | +17.5% | +14.1% |
| All | +174.7% | -5.0% | +179.7% | +168.4% |
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