+73.2%
MSFU vs INVH
-16.7%
+89.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -1.8% | -3.0% | +1.2% | -0.4% |
| 30D | +0.5% | -7.5% | +8.0% | +4.2% |
| 3M | +51.9% | -5.5% | +57.4% | +55.6% |
| 6M | +35.0% | +11.7% | +23.2% | +26.1% |
| YTD | -9.0% | +1.3% | -10.4% | -11.0% |
| 1Y | -18.8% | -6.1% | -12.7% | -17.1% |
| 3Y | +25.5% | -9.8% | +35.3% | +29.0% |
| All | +73.2% | -16.7% | +89.8% | +106.9% |
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 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