-99.2%
MSTZ vs INVH
-15.7%
-83.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.8% | +8.0% |
| 7D | -25.4% | -3.1% | -22.2% | -26.2% |
| 30D | -60.9% | -7.1% | -53.8% | -61.8% |
| 3M | -54.2% | -3.0% | -51.2% | -54.8% |
| 6M | -65.0% | +10.1% | -75.1% | -62.6% |
| YTD | -76.5% | +3.8% | -80.3% | -75.7% |
| 1Y | -23.4% | -2.1% | -21.3% | -27.7% |
| All | -99.2% | -15.7% | -83.5% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling