+282.2%
MSTR vs AGNC
+62.2%
+220.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -8.3% | -4.7% | -3.6% | -5.5% |
| 30D | +38.1% | -5.7% | +43.8% | +43.4% |
| 3M | +9.0% | +1.9% | +7.1% | +7.8% |
| 6M | -5.3% | +1.8% | -7.1% | -6.3% |
| YTD | -13.8% | +3.4% | -17.3% | -15.5% |
| 1Y | -59.8% | +13.6% | -73.4% | -62.8% |
| 3Y | +282.2% | +60.4% | +221.8% | +235.8% |
| All | +282.2% | +62.2% | +220.0% | +235.8% |
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