+3.3%
MORT vs VT
+69.4%
-66.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | +1.7% |
| 7D | -0.8% | -4.2% | +3.4% | +2.8% |
| 30D | -1.3% | -5.8% | +4.5% | +3.7% |
| 3M | -20.0% | -5.2% | -14.7% | -16.4% |
| 6M | -22.7% | +0.1% | -22.8% | -23.2% |
| YTD | -20.1% | +8.2% | -28.3% | -26.1% |
| 1Y | -17.6% | +10.1% | -27.7% | -25.0% |
| All | +3.3% | +69.4% | -66.1% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling