-27.1%
MORT vs VT
+57.4%
-84.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -0.6% | -2.6% | +2.0% | +1.8% |
| 3M | -19.0% | -3.2% | -15.7% | -16.4% |
| 6M | -20.4% | +0.9% | -21.4% | -21.6% |
| YTD | -17.6% | +11.3% | -28.9% | -26.8% |
| 1Y | -14.7% | +14.0% | -28.7% | -26.2% |
| 3Y | +7.7% | +75.8% | -68.1% | -42.6% |
| 5Y | -27.1% | +57.8% | -85.0% | -57.8% |
| All | -27.1% | +57.4% | -84.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling