-74.8%
MTUM vs INVH
+0.2%
-75.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.1% | 0.0% | -77.0% | -77.1% |
| 7D | -79.0% | +3.5% | -82.5% | -78.9% |
| 30D | -80.7% | +4.4% | -85.1% | -80.5% |
| 3M | -79.8% | -8.6% | -71.1% | -80.0% |
| 6M | -78.4% | -1.7% | -76.7% | -78.6% |
| YTD | -74.9% | +2.6% | -77.4% | -75.1% |
| 1Y | -74.8% | +1.5% | -76.3% | -74.8% |
| All | -74.8% | +0.2% | -75.0% | -74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling