+564.3%
MTSI vs AGNC
+83.7%
+480.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.2% | -4.7% | +6.9% | +4.9% |
| 30D | -11.5% | -5.7% | -5.9% | -8.8% |
| 3M | -26.6% | +1.9% | -28.5% | -27.8% |
| 6M | +23.5% | +1.8% | +21.7% | +21.6% |
| YTD | +60.5% | +3.4% | +57.1% | +56.3% |
| 1Y | +109.7% | +13.6% | +96.1% | +93.4% |
| 3Y | +247.8% | +60.4% | +187.5% | +162.8% |
| 5Y | +328.4% | +27.0% | +301.4% | +265.0% |
| All | +564.3% | +83.7% | +480.7% | +402.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling