+338.2%
MTSI vs INVH
-20.3%
+358.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +4.9% | -3.1% | +8.0% | +6.1% |
| 30D | -11.6% | -7.1% | -4.5% | -9.3% |
| 3M | -24.1% | -3.0% | -21.1% | -23.9% |
| 6M | +32.4% | +10.1% | +22.3% | +25.1% |
| YTD | +60.4% | +3.8% | +56.6% | +55.0% |
| 1Y | +111.0% | -2.1% | +113.1% | +108.9% |
| 3Y | +246.1% | -7.0% | +253.2% | +244.8% |
| All | +338.2% | -20.3% | +358.5% | +386.8% |
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