+20.2%
MRSH vs AGNC
+26.7%
-6.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.8% | -4.7% | -0.1% | -3.8% |
| 30D | -6.3% | -5.7% | -0.7% | -5.1% |
| 3M | +5.8% | +1.9% | +3.9% | +5.3% |
| 6M | +2.8% | +1.8% | +1.0% | +2.0% |
| YTD | -3.1% | +3.4% | -6.6% | -4.4% |
| 1Y | -11.3% | +13.6% | -24.9% | -14.4% |
| 3Y | -5.0% | +60.4% | -65.3% | -16.3% |
| All | +20.2% | +26.7% | -6.5% | +15.7% |
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 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