+81.3%
AGNC vs MOS
+13.3%
+68.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.6% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | -5.4% | +10.9% | -16.3% | -7.4% |
| 3M | +3.5% | +29.2% | -25.8% | -2.1% |
| 6M | +1.7% | -2.3% | +4.0% | +1.0% |
| YTD | +3.9% | +8.3% | -4.5% | +0.7% |
| 1Y | +13.8% | -21.2% | +35.0% | +17.1% |
| 3Y | +63.3% | -25.9% | +89.3% | +66.6% |
| 5Y | +27.5% | -9.4% | +36.8% | +18.3% |
| All | +81.3% | +13.3% | +68.0% | +33.9% |
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