+568.5%
MS vs INVH
+80.8%
+487.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | -2.9% | +4.3% | +2.9% |
| 30D | -0.3% | -6.9% | +6.7% | +3.5% |
| 3M | +0.3% | -2.7% | +3.0% | +1.0% |
| 6M | +31.3% | +8.2% | +23.1% | +24.6% |
| YTD | +24.7% | +4.5% | +20.2% | +20.0% |
| 1Y | +47.9% | -2.3% | +50.2% | +47.3% |
| 3Y | +178.3% | -7.3% | +185.6% | +181.3% |
| 5Y | +144.9% | -20.5% | +165.4% | +165.1% |
| All | +568.5% | +80.8% | +487.7% | +355.9% |
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 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