-66.3%
MARA vs AGNC
+26.7%
-93.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.2% |
| 7D | +5.9% | -4.7% | +10.6% | +11.0% |
| 30D | +24.3% | -5.7% | +29.9% | +31.6% |
| 3M | -12.0% | +1.9% | -13.8% | -14.3% |
| 6M | +40.1% | +1.8% | +38.3% | +36.1% |
| YTD | +33.4% | +3.4% | +30.0% | +28.7% |
| 1Y | -23.7% | +13.6% | -37.3% | -33.6% |
| 3Y | +19.0% | +60.4% | -41.4% | -25.7% |
| All | -66.3% | +26.7% | -93.0% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling