+89.6%
AGNC vs MAS
+132.1%
-42.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.8% |
| 7D | -1.0% | -2.2% | +1.2% | -0.3% |
| 30D | -1.2% | -6.7% | +5.5% | +1.2% |
| 3M | +5.4% | -3.7% | +9.1% | +6.1% |
| 6M | +6.7% | +9.0% | -2.3% | +2.1% |
| YTD | +7.1% | +10.8% | -3.7% | +1.2% |
| 1Y | +16.3% | -3.8% | +20.1% | +15.6% |
| 3Y | +68.5% | +30.0% | +38.4% | +46.6% |
| 5Y | +31.4% | +28.2% | +3.2% | +12.6% |
| 10Y | +89.6% | +143.3% | -53.7% | +33.2% |
| All | +89.6% | +132.1% | -42.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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