+98.9%
MA vs FROG
+4.7%
+94.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.6% | +11.1% | -1.2% |
| 7D | +3.2% | -24.5% | +27.7% | +5.7% |
| 30D | +15.9% | -24.3% | +40.2% | +18.5% |
| 3M | +15.2% | -11.7% | +26.9% | +15.5% |
| 6M | +32.4% | +37.1% | -4.8% | +25.9% |
| YTD | +15.6% | +19.5% | -3.8% | +10.3% |
| 1Y | +19.3% | +61.8% | -42.5% | +9.1% |
| 3Y | +73.0% | +178.1% | -105.1% | +42.3% |
| 5Y | +93.7% | +91.2% | +2.5% | +57.3% |
| All | +98.9% | +4.7% | +94.2% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling