+577.9%
MS vs AGNC
+660.4%
-82.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +2.5% | +0.8% | +1.7% | +1.9% |
| 30D | 0.0% | -0.4% | +0.3% | +0.2% |
| 3M | +2.4% | +9.2% | -6.7% | -4.1% |
| 6M | +36.4% | +7.4% | +29.0% | +28.7% |
| YTD | +23.8% | +8.8% | +15.0% | +15.4% |
| 1Y | +48.6% | +18.3% | +30.4% | +30.2% |
| 3Y | +179.1% | +71.2% | +108.0% | +83.3% |
| 5Y | +144.8% | +34.8% | +110.0% | +84.9% |
| 10Y | +794.2% | +85.8% | +708.4% | +384.6% |
| All | +577.9% | +660.4% | -82.5% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling