+4,112.2%
MU vs INVH
+80.8%
+4,031.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +9.0% | -2.9% | +11.9% | +10.4% |
| 30D | +13.8% | -6.9% | +20.7% | +17.4% |
| 3M | +2.1% | -2.7% | +4.8% | +2.1% |
| 6M | +153.8% | +8.2% | +145.6% | +139.4% |
| YTD | +256.4% | +4.5% | +251.9% | +240.2% |
| 1Y | +719.8% | -2.3% | +722.1% | +706.4% |
| 3Y | +1,360.4% | -7.3% | +1,367.6% | +1,347.7% |
| 5Y | +1,312.4% | -20.5% | +1,332.9% | +1,405.4% |
| All | +4,112.2% | +80.8% | +4,031.4% | +3,059.8% |
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