+488.9%
MS vs INVH
+72.9%
+416.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +5.1% | -0.9% | +6.0% | +5.6% |
| 30D | +5.7% | +1.2% | +4.5% | +4.9% |
| 3M | -12.2% | -10.4% | -1.8% | -7.2% |
| 6M | -0.5% | -3.6% | +3.1% | +0.5% |
| YTD | +9.8% | -0.1% | +9.9% | +8.1% |
| 1Y | +17.7% | -0.7% | +18.4% | +16.0% |
| 3Y | +176.8% | -4.6% | +181.4% | +174.6% |
| 5Y | +123.7% | -21.7% | +145.4% | +143.5% |
| All | +488.9% | +72.9% | +416.0% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling