+166.3%
MTZ vs INVH
-20.4%
+186.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -2.3% | +4.6% | +3.0% |
| 30D | -10.3% | -5.7% | -4.6% | -8.6% |
| 3M | -31.8% | -4.5% | -27.4% | -31.2% |
| 6M | -19.2% | +11.0% | -30.1% | -23.2% |
| YTD | +10.7% | +3.7% | +7.0% | +7.7% |
| 1Y | +37.5% | -2.8% | +40.4% | +37.1% |
| 3Y | +162.4% | -7.1% | +169.5% | +164.0% |
| 5Y | +166.3% | -19.4% | +185.8% | +186.3% |
| All | +166.3% | -20.4% | +186.8% | +186.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling