+628.3%
AGNC vs MOH
+1,122.4%
-494.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -4.7% | +1.7% | -6.4% | -4.9% |
| 30D | -5.7% | -0.9% | -4.8% | -5.6% |
| 3M | +1.9% | +5.7% | -3.9% | +0.9% |
| 6M | +1.8% | +39.1% | -37.3% | -2.8% |
| YTD | +3.4% | +17.7% | -14.2% | 0.0% |
| 1Y | +13.6% | +8.4% | +5.2% | +10.4% |
| 3Y | +60.4% | -36.6% | +96.9% | +62.8% |
| 5Y | +27.0% | -19.1% | +46.1% | +23.7% |
| 10Y | +83.1% | +262.8% | -179.7% | +38.9% |
| All | +628.3% | +1,122.4% | -494.1% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling