+100.3%
MA vs FROG
+53.7%
+46.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -0.2% |
| 7D | -1.8% | +26.8% | -28.6% | -4.3% |
| 30D | +11.0% | +10.6% | +0.4% | +9.3% |
| 3M | +17.9% | +27.2% | -9.3% | +14.0% |
| 6M | +33.2% | +58.7% | -25.5% | +25.3% |
| YTD | +16.5% | +75.3% | -58.8% | +6.9% |
| 1Y | +19.1% | +71.1% | -52.0% | +9.5% |
| 3Y | +70.6% | +319.6% | -249.0% | +34.5% |
| 5Y | +92.1% | +195.7% | -103.5% | +49.6% |
| All | +100.3% | +53.7% | +46.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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