From the charts it looks like MFA, IVR & MTGE are the best. AGNC was the best until the recent downturn about 6 months ago. Of course that's momentum trading so I'm not sure that works for these high yield "stocks".
I believe MTGE is a sister company of AGNC.
I think for long-term the best strategy is either buy REM (mREIT ETF) or buy the mREITs that are constantly trading under book value. It seems to work pretty well for these kind of companies. Thats why I bought CIM.
I like ANH since it sells for 15% below book. Of course its gotten beaten down over the last year or so.