+80.6%
AGNC vs MOH
+264.4%
-183.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -4.7% | +1.7% | -6.4% | -4.8% |
| 30D | -5.7% | -0.9% | -4.8% | -5.6% |
| 3M | +1.9% | +5.7% | -3.9% | +1.2% |
| 6M | +1.8% | +39.1% | -37.3% | -1.6% |
| YTD | +3.4% | +17.7% | -14.2% | +0.9% |
| 1Y | +13.6% | +8.4% | +5.2% | +11.3% |
| 3Y | +60.4% | -36.6% | +96.9% | +62.6% |
| 5Y | +27.0% | -19.1% | +46.1% | +24.6% |
| All | +80.6% | +264.4% | -183.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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