+572.6%
MTZ vs INVH
+79.7%
+492.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.1% |
| 7D | +3.6% | -3.1% | +6.7% | +5.0% |
| 30D | -9.6% | -7.1% | -2.6% | -6.7% |
| 3M | -31.9% | -3.0% | -29.0% | -31.6% |
| 6M | -13.8% | +10.1% | -23.9% | -18.7% |
| YTD | +13.3% | +3.8% | +9.4% | +9.4% |
| 1Y | +39.3% | -2.1% | +41.4% | +37.8% |
| 3Y | +168.3% | -7.0% | +175.4% | +168.8% |
| 5Y | +166.4% | -20.6% | +187.0% | +184.1% |
| All | +572.6% | +79.7% | +492.9% | +365.3% |
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 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