+13.6%
AGNC vs MSTZ
-18.6%
+32.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.5% |
| 7D | -4.7% | +17.0% | -21.7% | -4.3% |
| 30D | -5.7% | -61.8% | +56.1% | -7.2% |
| 3M | +1.9% | -54.6% | +56.4% | +1.2% |
| 6M | +1.8% | -59.3% | +61.1% | +1.5% |
| YTD | +3.4% | -74.6% | +78.0% | +3.7% |
| 1Y | +13.6% | -18.8% | +32.4% | +16.0% |
| All | +13.6% | -18.6% | +32.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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