-88.4%
MSTU vs INVH
-17.6%
-70.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.2% | -4.6% | -6.2% |
| 7D | -22.0% | -3.1% | -18.9% | -21.3% |
| 30D | +60.3% | -7.5% | +67.8% | +63.8% |
| 3M | -3.7% | -6.3% | +2.6% | -2.4% |
| 6M | -45.2% | +9.4% | -54.6% | -49.4% |
| YTD | -64.3% | +1.4% | -65.7% | -65.7% |
| 1Y | -94.0% | -4.1% | -89.9% | -93.9% |
| All | -88.4% | -17.6% | -70.7% | -87.0% |
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