-19.4%
MORN vs VT
+58.5%
-78.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -0.4% | +2.9% | -3.3% | -3.0% |
| 30D | +20.4% | -2.5% | +22.9% | +22.8% |
| 3M | +24.9% | -3.3% | +28.2% | +28.2% |
| 6M | +40.8% | +1.5% | +39.2% | +36.5% |
| YTD | +14.5% | +11.4% | +3.1% | -0.1% |
| 1Y | +15.0% | +11.9% | +3.1% | -0.2% |
| 3Y | -5.4% | +73.9% | -79.3% | -51.3% |
| 5Y | -19.4% | +57.9% | -77.3% | -51.4% |
| All | -19.4% | +58.5% | -78.0% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling