+626.7%
MSTR vs INVH
+80.8%
+545.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +12.2% | -2.9% | +15.1% | +13.9% |
| 30D | +45.2% | -6.9% | +52.1% | +50.7% |
| 3M | +10.4% | -2.7% | +13.1% | +10.9% |
| 6M | -2.5% | +8.2% | -10.7% | -8.0% |
| YTD | -6.0% | +4.5% | -10.5% | -10.1% |
| 1Y | -56.4% | -2.3% | -54.1% | -56.9% |
| 3Y | +306.3% | -7.3% | +313.6% | +313.1% |
| 5Y | +100.5% | -20.5% | +121.0% | +123.0% |
| All | +626.7% | +80.8% | +545.9% | +534.2% |
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