+36.1%
MRNA vs AGNC
+62.2%
-26.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.7% |
| 7D | -1.1% | -4.7% | +3.6% | +3.3% |
| 30D | +126.1% | -5.7% | +131.8% | +140.8% |
| 3M | +190.0% | +1.9% | +188.2% | +192.7% |
| 6M | +157.2% | +1.8% | +155.4% | +159.4% |
| YTD | +388.2% | +3.4% | +384.8% | +384.4% |
| 1Y | +467.0% | +13.6% | +453.4% | +426.2% |
| 3Y | +36.1% | +60.4% | -24.3% | -0.2% |
| All | +36.1% | +62.2% | -26.1% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling