+31.4%
AGNC vs MOD
+1,517.1%
-1,485.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.2% |
| 7D | -1.0% | +3.6% | -4.6% | -1.4% |
| 30D | -1.2% | -2.6% | +1.4% | -1.1% |
| 3M | +5.4% | -33.1% | +38.5% | +9.5% |
| 6M | +6.7% | -7.5% | +14.2% | +5.9% |
| YTD | +7.1% | +39.3% | -32.2% | +0.5% |
| 1Y | +16.3% | +34.3% | -18.0% | +8.5% |
| 3Y | +68.5% | +296.2% | -227.7% | +24.2% |
| 5Y | +31.4% | +1,504.6% | -1,473.2% | -27.7% |
| All | +31.4% | +1,517.1% | -1,485.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling