+40.1%
MORT vs SPY
+724.7%
-684.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -3.1% |
| 7D | -6.2% | -0.9% | -5.3% | -5.6% |
| 30D | -4.0% | -2.4% | -1.7% | -2.3% |
| 3M | -22.4% | -1.2% | -21.2% | -21.8% |
| 6M | -22.4% | +3.3% | -25.7% | -24.7% |
| YTD | -20.9% | +12.3% | -33.2% | -28.5% |
| 1Y | -18.6% | +12.4% | -31.1% | -26.5% |
| 3Y | +2.5% | +78.8% | -76.3% | -37.6% |
| 5Y | -30.1% | +75.2% | -105.3% | -56.7% |
| 10Y | -5.3% | +311.1% | -316.4% | -67.0% |
| All | +40.1% | +724.7% | -684.6% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling