-92.7%
MSTU vs INVH
-2.4%
-90.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.3% |
| 7D | +21.3% | -2.9% | +24.2% | +19.5% |
| 30D | +90.8% | -6.9% | +97.7% | +83.9% |
| 3M | -6.8% | -2.7% | -4.1% | -7.0% |
| 6M | -39.8% | +8.2% | -48.0% | -39.6% |
| YTD | -55.7% | +4.5% | -60.1% | -57.1% |
| 1Y | -92.7% | -2.3% | -90.3% | -92.8% |
| All | -92.7% | -2.4% | -90.3% | -92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling