+81.0%
FROG vs MOH
+18.1%
+62.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.4% |
| 7D | -11.3% | +0.4% | -11.7% | -11.3% |
| 30D | +3.6% | +2.9% | +0.7% | +3.8% |
| 3M | +1.7% | +4.1% | -2.5% | +2.6% |
| 6M | +123.5% | +33.8% | +89.7% | +128.6% |
| YTD | +40.2% | +15.7% | +24.5% | +44.2% |
| 1Y | +81.0% | +17.5% | +63.4% | +77.4% |
| All | +81.0% | +18.1% | +62.9% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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