+98.9%
MA vs FROG
+51.8%
+47.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.7% | -0.1% |
| 7D | -0.3% | +27.1% | -27.5% | -2.9% |
| 30D | +11.3% | +5.8% | +5.5% | +10.0% |
| 3M | +16.7% | +20.8% | -4.2% | +13.5% |
| 6M | +32.8% | +53.3% | -20.6% | +25.4% |
| YTD | +15.6% | +73.2% | -57.6% | +6.3% |
| 1Y | +19.6% | +80.3% | -60.7% | +9.2% |
| 3Y | +72.1% | +318.3% | -246.2% | +35.7% |
| 5Y | +96.0% | +179.9% | -83.9% | +53.2% |
| All | +98.9% | +51.8% | +47.1% | +57.0% |
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