+1,778.7%
MSCI vs AGNC
+660.4%
+1,118.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | -2.1% | +0.8% | -2.8% | -2.4% |
| 30D | -1.7% | -0.4% | -1.4% | -1.6% |
| 3M | -8.2% | +9.2% | -17.4% | -11.8% |
| 6M | -2.4% | +7.4% | -9.9% | -5.9% |
| YTD | -2.8% | +8.8% | -11.7% | -7.2% |
| 1Y | -2.7% | +18.3% | -20.9% | -10.6% |
| 3Y | +7.3% | +71.2% | -63.9% | -17.9% |
| 5Y | -11.4% | +34.8% | -46.2% | -25.6% |
| 10Y | +605.8% | +85.8% | +520.0% | +389.2% |
| All | +1,778.7% | +660.4% | +1,118.3% | +450.1% |
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