+492.1%
MTSI vs INVH
+75.5%
+416.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -3.6% |
| 7D | +4.8% | -3.1% | +7.9% | +6.6% |
| 30D | -9.2% | -7.5% | -1.7% | -5.6% |
| 3M | -23.1% | -6.3% | -16.8% | -21.2% |
| 6M | +23.5% | +9.4% | +14.1% | +15.4% |
| YTD | +59.1% | +1.4% | +57.6% | +54.1% |
| 1Y | +106.9% | -4.1% | +111.0% | +105.8% |
| 3Y | +243.2% | -9.2% | +252.3% | +244.6% |
| 5Y | +324.5% | -19.6% | +344.2% | +353.1% |
| All | +492.1% | +75.5% | +416.6% | +277.1% |
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