+282.2%
MORN vs VT
+346.0%
-63.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | +7.9% | -2.3% | +10.3% | +9.6% |
| 30D | +21.7% | -5.0% | +26.6% | +25.8% |
| 3M | +24.2% | -4.9% | +29.1% | +28.3% |
| 6M | +46.1% | -1.5% | +47.6% | +46.0% |
| YTD | +13.3% | +8.5% | +4.8% | +5.0% |
| 1Y | +16.3% | +11.4% | +4.9% | +5.7% |
| 3Y | -5.3% | +70.1% | -75.3% | -36.8% |
| 5Y | -19.3% | +53.7% | -73.1% | -41.5% |
| 10Y | +285.1% | +220.0% | +65.1% | +70.5% |
| All | +282.2% | +346.0% | -63.8% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling