+434.1%
MTSI vs INVH
+71.6%
+362.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | +29.1% | -3.3% | +32.4% | +31.2% |
| 30D | -20.4% | +0.2% | -20.6% | -21.1% |
| 3M | -20.9% | -9.5% | -11.4% | -17.5% |
| 6M | -32.3% | -4.3% | -27.9% | -32.2% |
| YTD | +43.5% | -0.8% | +44.3% | +39.5% |
| 1Y | +43.8% | -3.6% | +47.4% | +41.9% |
| 3Y | +218.8% | -5.8% | +224.6% | +209.9% |
| 5Y | +228.3% | -22.3% | +250.6% | +254.8% |
| All | +434.1% | +71.6% | +362.5% | +241.3% |
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