+6.1%
MSCI vs AGNC
+62.8%
-56.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -0.3% |
| 7D | -4.7% | -4.4% | -0.3% | -3.3% |
| 30D | -2.2% | -5.4% | +3.2% | -0.4% |
| 3M | -9.7% | +3.5% | -13.2% | -10.7% |
| 6M | +0.3% | +1.7% | -1.5% | -0.5% |
| YTD | -3.5% | +3.9% | -7.3% | -5.3% |
| 1Y | -1.4% | +13.8% | -15.2% | -6.5% |
| All | +6.1% | +62.8% | -56.7% | -5.6% |
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