-2.5%
MORT vs VT
+217.6%
-220.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | -2.7% | -3.1% | +0.4% | +0.2% |
| 3M | -19.9% | -3.5% | -16.4% | -17.1% |
| 6M | -22.1% | +0.5% | -22.5% | -22.9% |
| YTD | -19.3% | +10.8% | -30.1% | -27.7% |
| 1Y | -16.0% | +11.9% | -27.8% | -25.5% |
| 3Y | +4.6% | +73.0% | -68.4% | -41.0% |
| 5Y | -28.3% | +58.6% | -86.9% | -55.8% |
| 10Y | -2.5% | +219.2% | -221.7% | -65.7% |
| All | -2.5% | +217.6% | -220.1% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling