-0.5%
MS vs INVH
-3.1%
+2.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.9% |
| 7D | +5.1% | -0.9% | +6.0% | +4.9% |
| 30D | +5.7% | +1.2% | +4.5% | +5.8% |
| 3M | -12.2% | -10.4% | -1.8% | -15.6% |
| 6M | -0.5% | -3.6% | +3.1% | -2.9% |
| All | -0.5% | -3.1% | +2.6% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling