+155.7%
MORN vs SPY
+318.9%
-163.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | -10.5% | -2.0% | -8.5% | -9.0% |
| 30D | -1.1% | -1.7% | +0.5% | +0.3% |
| 3M | +4.1% | +4.7% | -0.6% | -0.1% |
| 6M | +5.4% | +12.5% | -7.1% | -5.3% |
| YTD | -10.4% | +11.7% | -22.1% | -18.9% |
| 1Y | -22.4% | +17.5% | -39.8% | -32.9% |
| 3Y | -21.9% | +76.6% | -98.5% | -52.5% |
| 5Y | -28.2% | +82.0% | -110.2% | -57.1% |
| All | +155.7% | +318.9% | -163.1% | -16.5% |
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