+404.4%
MTSI vs INVH
+72.9%
+331.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -6.0% |
| 7D | +10.0% | -0.9% | +10.9% | +10.5% |
| 30D | -20.3% | +1.2% | -21.5% | -21.4% |
| 3M | -24.4% | -10.4% | -14.0% | -20.7% |
| 6M | -39.2% | -3.6% | -35.6% | -39.4% |
| YTD | +35.5% | -0.1% | +35.6% | +31.2% |
| 1Y | +43.0% | -0.7% | +43.7% | +38.6% |
| 3Y | +196.3% | -4.6% | +200.8% | +185.9% |
| 5Y | +210.0% | -21.7% | +231.7% | +233.7% |
| All | +404.4% | +72.9% | +331.5% | +221.0% |
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