+769.0%
MSFT vs INVH
+79.7%
+689.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -1.4% | -3.1% | +1.7% | -0.1% |
| 30D | -1.0% | -7.1% | +6.1% | +2.1% |
| 3M | +20.2% | -3.0% | +23.2% | +21.5% |
| 6M | +21.3% | +10.1% | +11.2% | +15.5% |
| YTD | +2.8% | +3.8% | -1.1% | 0.0% |
| 1Y | 0.0% | -2.1% | +2.1% | -0.4% |
| 3Y | +51.2% | -7.0% | +58.2% | +51.0% |
| 5Y | +71.4% | -20.6% | +92.0% | +82.5% |
| All | +769.0% | +79.7% | +689.4% | +569.8% |
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