+166.1%
MTZ vs INVH
-9.7%
+175.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | -14.5% | -7.5% | -7.0% | -12.9% |
| 3M | -32.9% | -5.5% | -27.4% | -32.4% |
| 6M | -20.8% | +11.7% | -32.6% | -24.9% |
| YTD | +10.6% | +1.3% | +9.3% | +8.4% |
| 1Y | +27.1% | -6.1% | +33.2% | +28.7% |
| 3Y | +166.1% | -9.8% | +175.9% | +178.9% |
| All | +166.1% | -9.7% | +175.8% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling