-7.5%
MFA vs SPY
+79.4%
-86.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -3.2% |
| 7D | -11.6% | -0.9% | -10.7% | -11.1% |
| 30D | -12.6% | -2.4% | -10.2% | -11.0% |
| 3M | -33.2% | -1.2% | -32.1% | -32.8% |
| 6M | -34.0% | +3.3% | -37.2% | -36.0% |
| YTD | -29.0% | +12.3% | -41.3% | -36.1% |
| 1Y | -26.8% | +12.4% | -39.2% | -34.2% |
| All | -7.5% | +79.4% | -86.9% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling