+40.1%
MS vs AGNC
+13.3%
+26.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.5% | -4.7% | +3.2% | +0.1% |
| 30D | -1.5% | -5.7% | +4.2% | +0.5% |
| 3M | +1.4% | +1.9% | -0.5% | +0.6% |
| 6M | +34.7% | +1.8% | +32.9% | +33.3% |
| YTD | +22.7% | +3.4% | +19.3% | +21.4% |
| 1Y | +40.1% | +13.6% | +26.5% | +36.8% |
| All | +40.1% | +13.3% | +26.8% | +36.8% |
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 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