-5.3%
MORT vs VT
+224.4%
-229.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -3.1% |
| 7D | -6.2% | -0.7% | -5.5% | -5.7% |
| 30D | -4.0% | -1.7% | -2.3% | -2.5% |
| 3M | -22.4% | -2.3% | -20.1% | -20.7% |
| 6M | -22.4% | +1.5% | -23.9% | -24.0% |
| YTD | -20.9% | +12.0% | -33.0% | -30.0% |
| 1Y | -18.6% | +12.9% | -31.5% | -28.6% |
| 3Y | +2.5% | +74.9% | -72.5% | -42.9% |
| 5Y | -30.1% | +59.9% | -90.0% | -57.3% |
| 10Y | -5.3% | +224.6% | -229.9% | -67.9% |
| All | -5.3% | +224.4% | -229.6% | -67.9% |
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