+3,940.9%
MU vs INVH
+75.4%
+3,865.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.1% | -3.0% | -1.1% | -2.7% |
| 30D | +7.0% | -7.5% | +14.5% | +10.8% |
| 3M | -2.1% | -5.5% | +3.5% | -0.4% |
| 6M | +133.1% | +11.7% | +121.4% | +116.2% |
| YTD | +241.9% | +1.3% | +240.6% | +231.0% |
| 1Y | +548.8% | -6.1% | +554.8% | +550.2% |
| 3Y | +1,308.2% | -9.8% | +1,318.0% | +1,313.5% |
| 5Y | +1,260.7% | -19.7% | +1,280.4% | +1,339.6% |
| All | +3,940.9% | +75.4% | +3,865.5% | +2,974.5% |
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