-5.3%
MORN vs VT
+69.7%
-75.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | +7.9% | -2.3% | +10.3% | +9.2% |
| 30D | +21.7% | -5.0% | +26.6% | +24.9% |
| 3M | +24.2% | -4.9% | +29.1% | +27.4% |
| 6M | +46.1% | -1.5% | +47.6% | +45.6% |
| YTD | +13.3% | +8.5% | +4.8% | +3.9% |
| 1Y | +16.3% | +11.4% | +4.9% | +4.1% |
| 3Y | -5.3% | +70.1% | -75.3% | -41.9% |
| All | -5.3% | +69.7% | -75.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling