-99.1%
MSTZ vs INVH
-17.6%
-81.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.8% | +5.9% |
| 7D | +24.8% | -3.1% | +27.9% | +23.7% |
| 30D | -59.2% | -7.5% | -51.7% | -60.2% |
| 3M | -56.9% | -6.3% | -50.6% | -57.9% |
| 6M | -57.6% | +9.4% | -67.0% | -54.5% |
| YTD | -73.6% | +1.4% | -75.0% | -72.9% |
| 1Y | -15.6% | -4.1% | -11.5% | -20.6% |
| All | -99.1% | -17.6% | -81.4% | -99.1% |
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