-28.6%
MFA vs VT
+53.2%
-81.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +3.6% |
| 7D | -3.7% | -4.2% | +0.5% | +0.7% |
| 30D | -10.0% | -5.8% | -4.2% | -4.1% |
| 3M | -24.1% | -5.2% | -18.9% | -19.7% |
| 6M | -25.3% | +0.1% | -25.4% | -26.1% |
| YTD | -20.4% | +8.2% | -28.6% | -28.2% |
| 1Y | -16.9% | +10.1% | -27.0% | -26.6% |
| 3Y | +1.8% | +69.7% | -67.9% | -47.7% |
| 5Y | -28.6% | +53.4% | -82.0% | -61.0% |
| All | -28.6% | +53.2% | -81.8% | -61.0% |
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