+49.6%
AGNC vs MGY
+210.4%
-160.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | +3.5% | -8.2% | -5.2% |
| 30D | -5.7% | +5.3% | -10.9% | -6.5% |
| 3M | +1.9% | +2.6% | -0.8% | +1.1% |
| 6M | +1.8% | -3.3% | +5.1% | +1.5% |
| YTD | +3.4% | +29.2% | -25.8% | -1.9% |
| 1Y | +13.6% | +18.0% | -4.4% | +9.2% |
| 3Y | +60.4% | +30.0% | +30.4% | +49.5% |
| 5Y | +27.0% | +92.7% | -65.7% | +8.5% |
| All | +49.6% | +210.4% | -160.8% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling