+180.8%
MTCH vs INVH
+75.4%
+105.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +1.3% | -3.0% | +4.3% | +2.8% |
| 30D | +15.9% | -7.5% | +23.4% | +20.5% |
| 3M | +23.3% | -5.5% | +28.8% | +26.7% |
| 6M | +40.1% | +11.7% | +28.4% | +32.1% |
| YTD | +33.6% | +1.3% | +32.3% | +31.6% |
| 1Y | +14.1% | -6.1% | +20.2% | +16.6% |
| 3Y | +1.4% | -9.8% | +11.2% | +4.4% |
| 5Y | -73.1% | -19.7% | -53.5% | -70.9% |
| All | +180.8% | +75.4% | +105.4% | +107.3% |
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