-3.2%
MORT vs VT
+215.5%
-218.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.2% |
| 7D | -0.1% | -2.3% | +2.2% | +2.1% |
| 30D | -1.2% | -5.0% | +3.8% | +3.8% |
| 3M | -18.3% | -4.9% | -13.4% | -14.3% |
| 6M | -21.8% | -1.5% | -20.3% | -21.0% |
| YTD | -18.7% | +8.5% | -27.2% | -25.6% |
| 1Y | -15.0% | +11.4% | -26.4% | -24.4% |
| 3Y | +5.1% | +70.1% | -65.0% | -39.7% |
| 5Y | -28.6% | +53.7% | -82.3% | -54.6% |
| All | -3.2% | +215.5% | -218.7% | -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