+566.5%
MSTR vs INVH
+75.4%
+491.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -8.3% | -3.0% | -5.3% | -6.7% |
| 30D | +38.1% | -7.5% | +45.6% | +43.9% |
| 3M | +9.0% | -5.5% | +14.5% | +11.6% |
| 6M | -5.3% | +11.7% | -17.0% | -12.4% |
| YTD | -13.8% | +1.3% | -15.1% | -16.1% |
| 1Y | -59.8% | -6.1% | -53.7% | -59.4% |
| 3Y | +282.2% | -9.8% | +292.0% | +294.6% |
| 5Y | +112.8% | -19.7% | +132.4% | +137.6% |
| All | +566.5% | +75.4% | +491.1% | +491.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling