+546.8%
AGNC vs MAS
+615.7%
-68.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.1% |
| 7D | +1.5% | +2.4% | -0.8% | +0.9% |
| 30D | +5.2% | +19.8% | -14.6% | +0.3% |
| 3M | -14.1% | +9.8% | -23.9% | -16.3% |
| 6M | -12.7% | +15.8% | -28.4% | -16.3% |
| YTD | -8.1% | +31.8% | -40.0% | -15.4% |
| 1Y | -1.3% | +35.4% | -36.7% | -9.8% |
| 3Y | +62.9% | +59.2% | +3.7% | +41.6% |
| 5Y | +9.7% | +41.2% | -31.6% | -2.7% |
| 10Y | +54.3% | +221.6% | -167.3% | +12.1% |
| All | +546.8% | +615.7% | -68.9% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling