-31.1%
MFA vs VT
+53.4%
-84.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.4% |
| 7D | -6.8% | -2.3% | -4.4% | -4.5% |
| 30D | -13.1% | -5.0% | -8.2% | -8.4% |
| 3M | -28.0% | -4.9% | -23.1% | -24.1% |
| 6M | -30.8% | -1.5% | -29.2% | -30.1% |
| YTD | -24.5% | +8.5% | -33.0% | -32.1% |
| 1Y | -18.6% | +11.4% | -30.0% | -29.1% |
| 3Y | -2.7% | +70.1% | -72.8% | -50.1% |
| All | -31.1% | +53.4% | -84.5% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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