+569.1%
MSI vs INVH
+75.4%
+493.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.4% | -3.0% | +2.6% | +0.9% |
| 30D | -0.8% | -7.5% | +6.8% | +2.5% |
| 3M | +13.9% | -5.5% | +19.5% | +16.5% |
| 6M | +1.3% | +11.7% | -10.4% | -3.4% |
| YTD | +22.3% | +1.3% | +21.0% | +20.9% |
| 1Y | -3.9% | -6.1% | +2.2% | -1.9% |
| 3Y | +69.9% | -9.8% | +79.6% | +73.4% |
| 5Y | +103.8% | -19.7% | +123.5% | +116.5% |
| All | +569.1% | +75.4% | +493.8% | +413.5% |
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