-93.8%
MSTU vs INVH
-4.3%
-89.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.5% |
| 7D | -16.6% | -3.0% | -13.6% | -18.2% |
| 30D | +69.7% | -7.5% | +77.2% | +62.3% |
| 3M | -7.5% | -5.5% | -2.0% | -9.6% |
| 6M | -43.1% | +11.7% | -54.8% | -41.5% |
| YTD | -63.0% | +1.3% | -64.4% | -65.0% |
| 1Y | -93.8% | -6.1% | -87.7% | -94.3% |
| All | -93.8% | -4.3% | -89.5% | -94.3% |
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 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