-57.3%
MSTZ vs INVH
-2.3%
-55.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +3.1% |
| 7D | -29.7% | -2.9% | -26.8% | -23.9% |
| 30D | -65.3% | -6.9% | -58.4% | -58.8% |
| 3M | -57.3% | -2.7% | -54.6% | -54.9% |
| All | -57.3% | -2.3% | -55.0% | -54.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling