+25.9%
MFAN vs SPY
+61.0%
-35.1%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | -0.4% | +0.3% | 0.0% |
| 30D | +1.0% | -1.4% | +2.4% | +1.1% |
| 3M | +3.1% | +3.7% | -0.6% | +2.8% |
| 6M | +5.1% | +13.0% | -7.9% | +4.0% |
| YTD | +7.2% | +12.4% | -5.2% | +6.2% |
| 1Y | +9.9% | +18.5% | -8.6% | +8.4% |
| All | +25.9% | +61.0% | -35.1% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling