+24.3%
MFAO vs SPY
+54.6%
-30.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | +1.2% | -1.4% | +2.6% | +1.3% |
| 3M | +3.1% | +3.7% | -0.6% | +2.8% |
| 6M | +5.2% | +13.0% | -7.8% | +4.0% |
| YTD | +6.8% | +12.4% | -5.6% | +5.7% |
| 1Y | +10.1% | +18.5% | -8.4% | +8.4% |
| All | +24.3% | +54.6% | -30.3% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling