+346.3%
MFA vs SPY
+1,010.3%
-664.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.5% |
| 7D | -15.1% | +3.3% | -18.4% | -17.1% |
| 30D | -17.0% | -2.7% | -14.3% | -15.5% |
| 3M | -36.2% | -1.7% | -34.5% | -35.5% |
| 6M | -36.7% | +3.1% | -39.8% | -38.3% |
| YTD | -32.4% | +11.9% | -44.3% | -37.9% |
| 1Y | -30.1% | +12.0% | -42.1% | -35.8% |
| 3Y | -12.4% | +78.2% | -90.6% | -42.4% |
| 5Y | -37.6% | +73.2% | -110.9% | -57.7% |
| 10Y | -33.2% | +309.6% | -342.9% | -82.3% |
| All | +346.3% | +1,010.3% | -664.0% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling