+97.9%
MA vs FROG
+55.2%
+42.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.5% | +48.2% | -48.7% | -4.4% |
| 30D | +7.9% | +11.4% | -3.5% | +6.1% |
| 3M | +16.8% | +28.5% | -11.8% | +12.9% |
| 6M | +31.0% | +63.7% | -32.7% | +22.9% |
| YTD | +15.0% | +77.1% | -62.0% | +5.5% |
| 1Y | +17.0% | +79.3% | -62.3% | +7.0% |
| 3Y | +68.5% | +323.8% | -255.3% | +32.7% |
| 5Y | +85.0% | +198.9% | -114.0% | +43.9% |
| All | +97.9% | +55.2% | +42.7% | +55.9% |
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