+49.4%
AGNC vs MOS
-3.5%
+52.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | -6.3% | -2.0% | -4.3% | -5.9% |
| 30D | -3.1% | +15.3% | -18.4% | -6.1% |
| 3M | -22.1% | +1.5% | -23.5% | -22.7% |
| 6M | -16.9% | -2.0% | -14.9% | -17.4% |
| YTD | -13.9% | -6.5% | -7.4% | -14.4% |
| 1Y | -6.9% | -11.1% | +4.2% | -6.7% |
| 3Y | +50.9% | -30.3% | +81.1% | +55.4% |
| 5Y | +3.9% | -33.5% | +37.5% | +2.9% |
| All | +49.4% | -3.5% | +52.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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