-34.9%
MFA vs SPY
+74.6%
-109.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -3.5% |
| 7D | -11.6% | -0.9% | -10.7% | -11.0% |
| 30D | -12.6% | -2.4% | -10.2% | -10.8% |
| 3M | -33.2% | -1.2% | -32.1% | -32.7% |
| 6M | -34.0% | +3.3% | -37.2% | -36.5% |
| YTD | -29.0% | +12.3% | -41.3% | -37.4% |
| 1Y | -26.8% | +12.4% | -39.2% | -35.5% |
| 3Y | -8.0% | +78.8% | -86.8% | -52.0% |
| 5Y | -34.9% | +75.2% | -110.1% | -67.2% |
| All | -34.9% | +74.6% | -109.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling