+61.7%
MTSI vs AGNC
+2.0%
+59.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.6% |
| 7D | -10.7% | +1.5% | -12.1% | -10.8% |
| 30D | -29.0% | +3.9% | -32.9% | -29.4% |
| 3M | -14.7% | -13.5% | -1.2% | -10.0% |
| 6M | -20.1% | -10.6% | -9.5% | -17.4% |
| YTD | +36.1% | -7.2% | +43.3% | +41.1% |
| 1Y | +61.7% | 0.0% | +61.8% | +69.7% |
| All | +61.7% | +2.0% | +59.8% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling