-27.2%
MORN vs SPY
+81.0%
-108.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.8% |
| 7D | -5.6% | -0.4% | -5.2% | -5.2% |
| 30D | -1.5% | -1.4% | -0.1% | -0.1% |
| 3M | +7.6% | +3.7% | +3.9% | +3.5% |
| 6M | +4.3% | +13.0% | -8.7% | -8.4% |
| YTD | -8.1% | +12.4% | -20.5% | -18.8% |
| 1Y | -22.3% | +18.5% | -40.8% | -35.2% |
| 3Y | -19.9% | +77.6% | -97.6% | -57.5% |
| 5Y | -27.2% | +81.7% | -108.9% | -61.5% |
| All | -27.2% | +81.0% | -108.2% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling