+1.0%
MSI vs INVH
+11.0%
-10.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -4.0% | -2.3% | -1.7% | -3.0% |
| 30D | -0.5% | -5.7% | +5.3% | +2.0% |
| 3M | +11.4% | -4.5% | +15.9% | +13.3% |
| 6M | +1.0% | +11.0% | -10.0% | -1.4% |
| All | +1.0% | +11.0% | -10.0% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling