-74.1%
MARA vs AGNC
+83.7%
-157.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.2% |
| 7D | +5.9% | -4.7% | +10.6% | +10.5% |
| 30D | +24.3% | -5.7% | +29.9% | +30.8% |
| 3M | -12.0% | +1.9% | -13.8% | -13.9% |
| 6M | +40.1% | +1.8% | +38.3% | +36.9% |
| YTD | +33.4% | +3.4% | +30.0% | +29.5% |
| 1Y | -23.7% | +13.6% | -37.3% | -32.3% |
| 3Y | +19.0% | +60.4% | -41.4% | -21.4% |
| 5Y | -66.5% | +27.0% | -93.5% | -72.1% |
| All | -74.1% | +83.7% | -157.8% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling