+674.0%
MRNA vs AGNC
+52.6%
+621.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | -1.1% | -4.7% | +3.6% | +0.8% |
| 30D | +126.1% | -5.7% | +131.8% | +132.3% |
| 3M | +190.0% | +1.9% | +188.2% | +190.8% |
| 6M | +157.2% | +1.8% | +155.4% | +158.1% |
| YTD | +388.2% | +3.4% | +384.8% | +387.0% |
| 1Y | +467.0% | +13.6% | +453.4% | +449.5% |
| 3Y | +36.1% | +60.4% | -24.3% | +20.4% |
| 5Y | -68.0% | +27.0% | -94.9% | -71.5% |
| All | +674.0% | +52.6% | +621.5% | +615.3% |
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