+664.2%
AGNC vs MOD
+1,054.7%
-390.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.6% |
| 7D | -1.2% | +9.6% | -10.8% | -2.3% |
| 30D | +0.9% | 0.0% | +0.9% | +0.8% |
| 3M | +7.0% | -35.4% | +42.4% | +12.0% |
| 6M | +3.9% | -7.3% | +11.2% | +3.1% |
| YTD | +8.5% | +45.8% | -37.3% | +1.1% |
| 1Y | +19.6% | +43.1% | -23.6% | +10.6% |
| 3Y | +66.1% | +297.7% | -231.6% | +27.9% |
| 5Y | +31.8% | +1,478.8% | -1,446.9% | -18.0% |
| 10Y | +87.0% | +1,633.4% | -1,546.4% | +2.8% |
| All | +664.2% | +1,054.7% | -390.5% | +375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling