+286.9%
MORN vs VT
+345.0%
-58.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +4.1% |
| 7D | +11.1% | -4.2% | +15.2% | +14.3% |
| 30D | +26.3% | -5.8% | +32.1% | +31.4% |
| 3M | +24.0% | -5.2% | +29.2% | +28.4% |
| 6M | +48.8% | +0.1% | +48.7% | +47.0% |
| YTD | +14.7% | +8.2% | +6.5% | +6.5% |
| 1Y | +17.3% | +10.1% | +7.1% | +7.4% |
| 3Y | -3.9% | +69.7% | -73.5% | -35.7% |
| 5Y | -18.3% | +53.4% | -71.7% | -40.7% |
| 10Y | +289.8% | +219.2% | +70.6% | +72.9% |
| All | +286.9% | +345.0% | -58.1% | +43.0% |
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