+1,596.1%
MSTR vs AGNC
+648.3%
+947.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.1% |
| 7D | +7.7% | -1.0% | +8.8% | +8.3% |
| 30D | +36.3% | -1.2% | +37.6% | +37.3% |
| 3M | +13.4% | +5.4% | +8.0% | +10.8% |
| 6M | -4.5% | +6.7% | -11.2% | -7.2% |
| YTD | -12.7% | +7.1% | -19.8% | -15.3% |
| 1Y | -59.6% | +16.3% | -75.9% | -62.3% |
| 3Y | +272.5% | +68.5% | +204.0% | +195.1% |
| 5Y | +107.1% | +31.4% | +75.7% | +82.9% |
| 10Y | +677.4% | +89.6% | +587.8% | +495.7% |
| All | +1,596.1% | +648.3% | +947.7% | +667.4% |
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 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