-30.3%
MFA vs VT
+57.4%
-87.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -1.7% |
| 7D | -7.4% | +0.4% | -7.7% | -8.0% |
| 30D | -8.7% | -2.6% | -6.1% | -6.3% |
| 3M | -28.6% | -3.2% | -25.4% | -26.2% |
| 6M | -30.9% | +0.9% | -31.9% | -32.2% |
| YTD | -23.7% | +11.3% | -35.0% | -33.3% |
| 1Y | -19.9% | +14.0% | -33.9% | -32.0% |
| 3Y | +0.9% | +75.8% | -74.9% | -50.2% |
| 5Y | -30.3% | +57.8% | -88.2% | -63.3% |
| All | -30.3% | +57.4% | -87.7% | -63.3% |
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