-1.6%
MSCI vs AGNC
+8.8%
-10.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | -1.7% | -0.4% | -1.4% | -1.6% |
| 3M | -8.2% | +9.2% | -17.4% | -9.9% |
| All | -1.6% | +8.8% | -10.5% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling