We examine the impact of spin effects on the nonequilibrium transport properties of a nanowire hosting Majorana zero-energy modes at its ends, coupled to a quantum dot junction with ferromagnetic leads. Using the real-time diagrammatic technique, we determine the current, differential conductance and current cross-correlations in the nonlinear response regime. We also explore transport in different magnetic configurations of the system, which can be quantified by the tunnel magnetoresistance. We show that the presence of Majorana quasiparticles gives rise to unique features in all spin-resolved transport characteristics, in particular, to zero-bias anomaly, negative differential conductance, negative tunnel magnetoresistance, and it is also reflected in the current cross-correlations. Moreover, we study the dependence of the zero-bias anomaly on various system parameters and demonstrate its dependence on the magnetic configuration of the system as well as on the degree of spin polarization in the leads. A highly nontrivial behavior is also found for the tunnel magnetoresistance, which exhibits regions of enhanced or negative values—new features resulting from the coupling to Majorana wire.