+225.0%
MTSI vs INVH
-22.3%
+247.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +29.1% | -3.3% | +32.4% | +30.5% |
| 30D | -20.4% | +0.2% | -20.6% | -20.9% |
| 3M | -20.9% | -9.5% | -11.4% | -18.5% |
| 6M | -32.3% | -4.3% | -27.9% | -32.4% |
| YTD | +43.5% | -0.8% | +44.3% | +40.1% |
| 1Y | +43.8% | -3.6% | +47.4% | +42.3% |
| 3Y | +218.8% | -5.8% | +224.6% | +210.7% |
| All | +225.0% | -22.3% | +247.3% | +265.9% |
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 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