+159.7%
MFA vs VT
+345.0%
-185.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +2.6% |
| 7D | -3.7% | -4.2% | +0.5% | -0.2% |
| 30D | -10.0% | -5.8% | -4.2% | -5.4% |
| 3M | -24.1% | -5.2% | -18.9% | -20.6% |
| 6M | -25.3% | +0.1% | -25.4% | -25.7% |
| YTD | -20.4% | +8.2% | -28.6% | -26.1% |
| 1Y | -16.9% | +10.1% | -27.0% | -23.9% |
| 3Y | +1.8% | +69.7% | -67.9% | -35.6% |
| 5Y | -28.6% | +53.4% | -82.0% | -50.1% |
| 10Y | -21.8% | +219.2% | -241.1% | -79.8% |
| All | +159.7% | +345.0% | -185.3% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling