-20.8%
MSTZ vs INVH
-2.6%
-18.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | -23.6% | -2.3% | -21.3% | -22.2% |
| 30D | -60.7% | -5.7% | -55.0% | -59.2% |
| 3M | -58.3% | -4.5% | -53.8% | -57.1% |
| 6M | -60.0% | +11.0% | -71.0% | -60.2% |
| YTD | -75.2% | +3.7% | -78.9% | -74.0% |
| All | -20.8% | -2.6% | -18.2% | -15.9% |
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