+66.9%
AGNC vs MAGS
+190.0%
-123.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -4.7% | +0.6% | -5.3% | -4.9% |
| 30D | -5.7% | +3.2% | -8.9% | -6.6% |
| 3M | +1.9% | +7.7% | -5.8% | -0.7% |
| 6M | +1.8% | +12.5% | -10.7% | -2.2% |
| YTD | +3.4% | +6.0% | -2.5% | +1.1% |
| 1Y | +13.6% | +14.4% | -0.8% | +8.1% |
| 3Y | +60.4% | +127.5% | -67.2% | +13.1% |
| All | +66.9% | +190.0% | -123.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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