-2.3%
MFA vs SPY
+318.9%
-321.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | -3.5% | -2.0% | -1.5% | -1.7% |
| 30D | -6.8% | -1.7% | -5.1% | -5.3% |
| 3M | -3.5% | +4.7% | -8.3% | -7.6% |
| 6M | -9.5% | +12.5% | -22.0% | -18.7% |
| YTD | -0.9% | +11.7% | -12.6% | -10.5% |
| 1Y | -2.2% | +17.5% | -19.7% | -15.8% |
| 3Y | +20.1% | +76.6% | -56.5% | -28.8% |
| 5Y | -7.7% | +82.0% | -89.8% | -46.8% |
| All | -2.3% | +318.9% | -321.2% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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