+176.8%
MS vs AGNC
+53.4%
+123.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +5.1% | -6.3% | +11.3% | +8.4% |
| 30D | +5.7% | -3.1% | +8.8% | +7.2% |
| 3M | -12.2% | -22.1% | +9.9% | -0.7% |
| 6M | -0.5% | -16.9% | +16.4% | +8.6% |
| YTD | +9.8% | -13.9% | +23.7% | +17.0% |
| 1Y | +17.7% | -6.9% | +24.6% | +20.1% |
| 3Y | +176.8% | +50.9% | +126.0% | +110.5% |
| All | +176.8% | +53.4% | +123.4% | +110.5% |
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