+584.6%
MFA vs SPY
+1,026.7%
-442.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | -1.2% | +0.1% | -1.3% | -1.2% |
| 3M | +0.3% | +2.0% | -1.7% | -1.3% |
| 6M | -5.3% | +13.0% | -18.3% | -13.4% |
| YTD | +3.6% | +13.5% | -9.9% | -5.6% |
| 1Y | +0.4% | +20.0% | -19.6% | -12.3% |
| 3Y | +24.2% | +77.2% | -53.0% | -17.8% |
| 5Y | -7.2% | +81.9% | -89.1% | -39.1% |
| 10Y | -1.0% | +314.1% | -315.1% | -73.9% |
| All | +584.6% | +1,026.7% | -442.1% | -4.5% |
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