-65.7%
MARA vs AGNC
-0.6%
-65.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.6% | -13.8% | -14.0% |
| 7D | -18.0% | -0.1% | -17.9% | -17.9% |
| 30D | -46.4% | +2.8% | -49.2% | -47.5% |
| 3M | -47.7% | -14.2% | -33.5% | -40.6% |
| 6M | -51.6% | -11.7% | -40.0% | -46.9% |
| YTD | -34.5% | -7.7% | -26.8% | -28.7% |
| 1Y | -65.7% | -1.2% | -64.5% | -64.5% |
| All | -65.7% | -0.6% | -65.1% | -64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling