+81.3%
AGNC vs MOD
+1,465.6%
-1,384.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -2.6% |
| 7D | -4.4% | -3.9% | -0.5% | -3.9% |
| 30D | -5.4% | -9.6% | +4.2% | -4.3% |
| 3M | +3.5% | -30.6% | +34.0% | +7.3% |
| 6M | +1.7% | -10.9% | +12.7% | +1.5% |
| YTD | +3.9% | +34.3% | -30.4% | -2.5% |
| 1Y | +13.8% | +18.3% | -4.5% | +7.8% |
| 3Y | +63.3% | +281.9% | -218.6% | +24.0% |
| 5Y | +27.5% | +1,486.4% | -1,458.9% | -23.8% |
| All | +81.3% | +1,465.6% | -1,384.3% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling