+131.4%
MKSI vs AGNC
+13.3%
+118.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +2.7% | -4.7% | +7.4% | +5.7% |
| 30D | -12.8% | -5.7% | -7.1% | -9.7% |
| 3M | -22.5% | +1.9% | -24.4% | -24.7% |
| 6M | +19.4% | +1.8% | +17.6% | +15.1% |
| YTD | +67.7% | +3.4% | +64.3% | +61.3% |
| 1Y | +131.4% | +13.6% | +117.8% | +115.7% |
| All | +131.4% | +13.3% | +118.1% | +115.7% |
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