+468.0%
MSTR vs INVH
+72.9%
+395.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.8% |
| 7D | -13.4% | -0.9% | -12.5% | -13.0% |
| 30D | -22.1% | +1.2% | -23.2% | -22.7% |
| 3M | +15.0% | -10.4% | +25.3% | +21.6% |
| 6M | -37.3% | -3.6% | -33.7% | -36.9% |
| YTD | -26.5% | -0.1% | -26.5% | -28.1% |
| 1Y | -46.5% | -0.7% | -45.8% | -47.6% |
| 3Y | +121.1% | -4.6% | +125.7% | +120.9% |
| 5Y | +37.5% | -21.7% | +59.2% | +55.0% |
| All | +468.0% | +72.9% | +395.1% | +407.3% |
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