+4,044.5%
MU vs INVH
+79.7%
+3,964.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +7.2% | -3.1% | +10.3% | +8.7% |
| 30D | +14.0% | -7.1% | +21.1% | +17.7% |
| 3M | +5.4% | -3.0% | +8.4% | +5.8% |
| 6M | +170.3% | +10.1% | +160.2% | +152.6% |
| YTD | +250.7% | +3.8% | +246.8% | +235.7% |
| 1Y | +662.1% | -2.1% | +664.2% | +648.5% |
| 3Y | +1,341.2% | -7.0% | +1,348.2% | +1,325.7% |
| 5Y | +1,319.3% | -20.6% | +1,339.9% | +1,413.3% |
| All | +4,044.5% | +79.7% | +3,964.8% | +3,017.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling