+23.3%
MFAO vs SPY
+54.9%
-31.7%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +0.4% | -1.1% | +1.4% | +0.4% |
| 3M | +2.4% | +3.9% | -1.4% | +2.1% |
| 6M | +3.7% | +13.6% | -9.9% | +2.5% |
| YTD | +5.9% | +12.7% | -6.7% | +4.8% |
| 1Y | +9.0% | +17.5% | -8.5% | +7.4% |
| All | +23.3% | +54.9% | -31.7% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling