-1.2%
AGNC vs MGY
+10.4%
-11.6%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.5% |
| 7D | -0.1% | -10.3% | +10.2% | -1.3% |
| 30D | +2.8% | -1.8% | +4.5% | +2.5% |
| 3M | -14.2% | -0.1% | -14.1% | -13.9% |
| 6M | -11.7% | -22.8% | +11.1% | -12.8% |
| YTD | -7.7% | +9.5% | -17.2% | -14.4% |
| 1Y | -1.2% | +12.6% | -13.8% | -8.3% |
| All | -1.2% | +10.4% | -11.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling