+73.9%
MSFT vs AGNC
+26.7%
+47.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.8% | -4.7% | +3.9% | +0.7% |
| 30D | +0.8% | -5.7% | +6.5% | +2.8% |
| 3M | +27.2% | +1.9% | +25.4% | +26.3% |
| 6M | +22.9% | +1.8% | +21.1% | +21.7% |
| YTD | +3.1% | +3.4% | -0.3% | +1.4% |
| 1Y | -0.3% | +13.6% | -13.9% | -5.2% |
| 3Y | +50.1% | +60.4% | -10.3% | +25.2% |
| All | +73.9% | +26.7% | +47.2% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling