+144.8%
MS vs INVH
-19.3%
+164.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +2.5% | -3.1% | +5.6% | +3.8% |
| 30D | 0.0% | -7.1% | +7.0% | +3.0% |
| 3M | +2.4% | -3.0% | +5.4% | +3.2% |
| 6M | +36.4% | +10.1% | +26.3% | +29.3% |
| YTD | +23.8% | +3.8% | +20.0% | +20.3% |
| 1Y | +48.6% | -2.1% | +50.7% | +48.3% |
| 3Y | +179.1% | -7.0% | +186.2% | +182.0% |
| 5Y | +144.8% | -20.6% | +165.4% | +157.3% |
| All | +144.8% | -19.3% | +164.2% | +157.3% |
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