+27.2%
AGNC vs MSTU
-88.1%
+115.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.8% | +3.7% | -2.9% |
| 7D | -4.4% | -22.0% | +17.6% | -3.8% |
| 30D | -5.4% | +60.3% | -65.7% | -6.9% |
| 3M | +3.5% | -3.7% | +7.2% | +2.7% |
| 6M | +1.7% | -45.2% | +46.9% | +1.9% |
| YTD | +3.9% | -64.3% | +68.2% | +4.3% |
| 1Y | +13.8% | -94.0% | +107.9% | +19.2% |
| All | +27.2% | -88.1% | +115.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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