+554.2%
MSTR vs INVH
+75.5%
+478.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -1.9% |
| 7D | -11.2% | -3.1% | -8.1% | -9.6% |
| 30D | +33.8% | -7.5% | +41.3% | +39.4% |
| 3M | +11.5% | -6.3% | +17.7% | +14.7% |
| 6M | -7.2% | +9.4% | -16.6% | -13.0% |
| YTD | -15.4% | +1.4% | -16.8% | -17.7% |
| 1Y | -60.6% | -4.1% | -56.5% | -60.7% |
| 3Y | +260.8% | -9.2% | +270.0% | +271.2% |
| 5Y | +108.8% | -19.6% | +128.5% | +133.1% |
| All | +554.2% | +75.5% | +478.7% | +480.5% |
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