-18.0%
MORN vs SPY
+20.8%
-38.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.9% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | +14.2% | +2.0% | +12.2% | +15.0% |
| 6M | +12.7% | +13.0% | -0.3% | +9.2% |
| YTD | -2.8% | +13.5% | -16.4% | -5.6% |
| 1Y | -18.0% | +20.0% | -38.0% | -19.9% |
| All | -18.0% | +20.8% | -38.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling