+399.4%
MTZ vs INVH
+72.9%
+326.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.6% |
| 7D | +5.0% | -0.9% | +5.9% | +5.4% |
| 30D | -6.0% | +1.2% | -7.2% | -7.0% |
| 3M | -36.1% | -10.4% | -25.7% | -33.4% |
| 6M | -56.9% | -3.6% | -53.3% | -56.9% |
| YTD | -15.9% | -0.1% | -15.8% | -17.9% |
| 1Y | -3.8% | -0.7% | -3.2% | -6.0% |
| 3Y | +272.3% | -4.6% | +276.8% | +265.5% |
| 5Y | +91.1% | -21.7% | +112.7% | +103.6% |
| All | +399.4% | +72.9% | +326.5% | +249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling