-6.9%
AGNC vs MOS
-11.3%
+4.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -6.3% | -2.0% | -4.3% | -6.0% |
| 30D | -3.1% | +15.3% | -18.4% | -5.0% |
| 3M | -22.1% | +1.5% | -23.5% | -22.5% |
| 6M | -16.9% | -2.0% | -14.9% | -17.3% |
| YTD | -13.9% | -6.5% | -7.4% | -13.7% |
| 1Y | -6.9% | -11.1% | +4.2% | -6.7% |
| All | -6.9% | -11.3% | +4.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling