Mortgage REITs, like Annaly Capital Management (NYSE:NLY) and American Capital Agency (NASDAQ:AGNC), have had a rough run in recent months. However, in the long-run, which mREITs have the best chance to deliver superior results for shareholders. In this segment of The Motley Fool's financials-focused show, Where the Money Is, banking analysts Matt Koppenheffer and David Hanson look back at some historical data and tell viewers why Annaly Capital Mangement may have a better chance of winning than a REIT like Two Harbors (NYSE:TWO).

David Hanson owns shares of Annaly Capital Management. Matt Koppenheffer has no position in any stocks mentioned. The Motley Fool has no position in any of the stocks mentioned. Try any of our Foolish newsletter services free for 30 days. We Fools may not all hold the same opinions, but we all believe that considering a diverse range of insights makes us better investors. The Motley Fool has a disclosure policy.