+654.1%
AGNC vs MSI
+1,421.2%
-767.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -1.0% | -4.0% | +2.9% | +0.1% |
| 30D | -1.2% | -0.5% | -0.8% | -1.2% |
| 3M | +5.4% | +11.4% | -6.0% | +2.0% |
| 6M | +6.7% | +1.0% | +5.7% | +5.7% |
| YTD | +7.1% | +20.7% | -13.5% | +0.8% |
| 1Y | +16.3% | -2.7% | +19.0% | +16.0% |
| 3Y | +68.5% | +68.2% | +0.3% | +42.6% |
| 5Y | +31.4% | +100.0% | -68.6% | +5.0% |
| 10Y | +89.6% | +596.9% | -507.3% | +6.6% |
| All | +654.1% | +1,421.2% | -767.1% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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