-7.9%
MORT vs SPY
+81.0%
-88.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.4% |
| 7D | -0.8% | -0.4% | -0.5% | -0.5% |
| 30D | -1.4% | -1.4% | -0.1% | -0.2% |
| 3M | -0.3% | +3.7% | -4.0% | -3.6% |
| 6M | 0.0% | +13.0% | -13.0% | -10.6% |
| YTD | -0.8% | +12.4% | -13.2% | -10.9% |
| 1Y | -1.2% | +18.5% | -19.7% | -15.7% |
| 3Y | +17.9% | +77.6% | -59.7% | -32.8% |
| 5Y | -7.9% | +81.7% | -89.6% | -49.7% |
| All | -7.9% | +81.0% | -88.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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