+39.1%
MA vs AGNC
+62.2%
-23.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.7% | -4.7% | +3.0% | -0.5% |
| 30D | +1.7% | -5.7% | +7.4% | +3.2% |
| 3M | +17.2% | +1.9% | +15.3% | +16.6% |
| 6M | +13.3% | +1.8% | +11.5% | +12.4% |
| YTD | +0.2% | +3.4% | -3.3% | -1.3% |
| 1Y | -2.7% | +13.6% | -16.3% | -6.7% |
| 3Y | +39.1% | +60.4% | -21.3% | +27.1% |
| All | +39.1% | +62.2% | -23.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 3y: compounded portfolio wealth divided by compounded AGNC 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…
3y analysis · Full analysis span regression · 6 months rolling