+3,376.3%
MNST vs AGNC
+660.4%
+2,715.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -4.1% | +0.8% | -4.8% | -4.3% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | -2.5% | +9.2% | -11.6% | -5.3% |
| 6M | +14.1% | +7.4% | +6.7% | +11.3% |
| YTD | +12.6% | +8.8% | +3.7% | +9.1% |
| 1Y | +36.9% | +18.3% | +18.7% | +29.1% |
| 3Y | +53.1% | +71.2% | -18.1% | +25.6% |
| 5Y | +78.2% | +34.8% | +43.4% | +55.8% |
| 10Y | +240.4% | +85.8% | +154.6% | +155.2% |
| All | +3,376.3% | +660.4% | +2,715.9% | +1,153.8% |
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