+9.0%
MSFT vs INVH
+1.1%
+7.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.0% | +6.6% |
| 7D | +4.7% | +3.1% | +1.6% | +4.6% |
| 30D | +5.8% | +5.8% | 0.0% | +5.8% |
| 3M | +13.0% | -8.5% | +21.5% | +12.6% |
| 6M | +34.9% | -1.3% | +36.3% | +34.8% |
| YTD | +15.7% | +2.6% | +13.1% | +15.2% |
| 1Y | +9.0% | +0.7% | +8.2% | +11.9% |
| All | +9.0% | +1.1% | +7.9% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling