+772.0%
MSFT vs INVH
+75.4%
+696.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -3.0% | +2.2% | +0.5% |
| 30D | +0.8% | -7.5% | +8.4% | +4.2% |
| 3M | +27.2% | -5.5% | +32.7% | +30.1% |
| 6M | +22.9% | +11.7% | +11.2% | +16.2% |
| YTD | +3.1% | +1.3% | +1.8% | +1.4% |
| 1Y | -0.3% | -6.1% | +5.8% | +1.2% |
| 3Y | +50.1% | -9.8% | +59.9% | +51.8% |
| 5Y | +74.6% | -19.7% | +94.3% | +84.7% |
| All | +772.0% | +75.4% | +696.6% | +579.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling