+560.1%
MSI vs INVH
+79.4%
+480.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 6M | +1.0% | +11.0% | -10.0% | -3.5% |
| YTD | +20.7% | +3.7% | +17.0% | +18.2% |
| 1Y | -2.7% | -2.8% | +0.2% | -2.1% |
| 3Y | +68.2% | -7.1% | +75.3% | +69.7% |
| 5Y | +100.0% | -19.4% | +119.4% | +112.3% |
| All | +560.1% | +79.4% | +480.7% | +401.9% |
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 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