+666.3%
AGNC vs MOD
+1,041.0%
-374.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.8% | +6.3% | -5.6% | 0.0% |
| 30D | -0.4% | -1.7% | +1.3% | -0.3% |
| 3M | +9.2% | -30.1% | +39.3% | +13.2% |
| 6M | +7.4% | +2.7% | +4.7% | +5.3% |
| YTD | +8.8% | +44.1% | -35.2% | +1.5% |
| 1Y | +18.3% | +38.7% | -20.5% | +9.9% |
| 3Y | +71.2% | +309.8% | -238.6% | +31.3% |
| 5Y | +34.8% | +1,569.7% | -1,534.9% | -16.7% |
| 10Y | +85.8% | +1,520.5% | -1,434.6% | +3.0% |
| All | +666.3% | +1,041.0% | -374.6% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MOD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling