+2,073.5%
MA vs AGNC
+648.3%
+1,425.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -3.5% | -1.0% | -2.5% | -3.1% |
| 30D | +0.8% | -1.2% | +2.0% | +1.3% |
| 3M | +14.8% | +5.4% | +9.4% | +12.1% |
| 6M | +10.0% | +6.7% | +3.3% | +6.4% |
| YTD | -0.1% | +7.1% | -7.2% | -3.8% |
| 1Y | -2.2% | +16.3% | -18.5% | -9.2% |
| 3Y | +39.3% | +68.5% | -29.2% | +7.9% |
| 5Y | +66.3% | +31.4% | +34.9% | +41.3% |
| 10Y | +513.2% | +89.6% | +423.6% | +322.8% |
| All | +2,073.5% | +648.3% | +1,425.2% | +520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling