+484.5%
MTSI vs INVH
+80.8%
+403.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +1.4% | -2.9% | +4.3% | +3.0% |
| 30D | +2.1% | -6.9% | +9.0% | +5.8% |
| 3M | -29.7% | -2.7% | -27.0% | -29.6% |
| 6M | +12.5% | +8.2% | +4.3% | +5.9% |
| YTD | +57.0% | +4.5% | +52.6% | +49.7% |
| 1Y | +103.9% | -2.3% | +106.2% | +101.0% |
| 3Y | +223.6% | -7.3% | +230.8% | +221.5% |
| 5Y | +321.6% | -20.5% | +342.0% | +354.2% |
| All | +484.5% | +80.8% | +403.8% | +266.3% |
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