+78.7%
MORT vs SPY
+733.9%
-655.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | +1.7% | +2.0% | -0.3% | -0.2% |
| 6M | -1.1% | +13.0% | -14.1% | -10.8% |
| YTD | +0.9% | +13.5% | -12.7% | -9.4% |
| 1Y | +0.9% | +20.0% | -19.1% | -13.6% |
| 3Y | +18.0% | +77.2% | -59.2% | -27.4% |
| 5Y | -7.8% | +81.9% | -89.6% | -44.5% |
| 10Y | +19.4% | +314.1% | -294.7% | -58.7% |
| All | +78.7% | +733.9% | -655.2% | -61.2% |
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