+265.8%
MORN vs VT
+221.8%
+44.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +0.9% | +2.4% | -1.5% | -1.0% |
| 30D | +20.7% | -1.5% | +22.2% | +21.9% |
| 3M | +19.3% | -4.1% | +23.5% | +23.0% |
| 6M | +49.0% | +0.6% | +48.4% | +46.4% |
| YTD | +14.6% | +11.0% | +3.5% | +2.6% |
| 1Y | +16.3% | +13.3% | +3.0% | +2.2% |
| 3Y | -5.1% | +73.4% | -78.5% | -42.9% |
| 5Y | -19.4% | +57.4% | -76.8% | -47.3% |
| All | +265.8% | +221.8% | +44.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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