+274.3%
MFIN vs SPY
+318.9%
-44.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | +1.0% | -2.0% | +3.0% | +3.2% |
| 30D | +11.3% | -1.7% | +13.0% | +13.4% |
| 3M | +24.0% | +4.7% | +19.3% | +17.7% |
| 6M | +31.7% | +12.5% | +19.2% | +15.4% |
| YTD | +22.8% | +11.7% | +11.0% | +8.4% |
| 1Y | +21.6% | +17.5% | +4.2% | +1.5% |
| 3Y | +77.3% | +76.6% | +0.7% | -10.0% |
| 5Y | +78.2% | +82.0% | -3.8% | -14.9% |
| All | +274.3% | +318.9% | -44.6% | -45.9% |
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