+265.8%
MORN vs SPY
+307.0%
-41.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +0.9% | +2.6% | -1.7% | -1.2% |
| 30D | +20.7% | -2.0% | +22.7% | +22.3% |
| 3M | +19.3% | -2.8% | +22.1% | +21.6% |
| 6M | +49.0% | +2.1% | +46.9% | +45.0% |
| YTD | +14.6% | +11.5% | +3.1% | +3.3% |
| 1Y | +16.3% | +13.5% | +2.9% | +3.3% |
| 3Y | -5.1% | +77.7% | -82.8% | -42.9% |
| 5Y | -19.4% | +72.6% | -92.0% | -50.2% |
| All | +265.8% | +307.0% | -41.2% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling