+6.3%
MAGS vs FROG
+83.7%
-77.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +2.4% |
| 7D | -1.4% | -14.1% | +12.7% | -0.4% |
| 30D | -4.4% | -11.8% | +7.4% | -3.7% |
| 3M | +1.9% | +0.1% | +1.8% | +1.7% |
| 6M | +4.9% | +64.2% | -59.3% | +1.9% |
| YTD | +6.5% | +38.2% | -31.7% | +3.3% |
| 1Y | +6.3% | +85.4% | -79.1% | +2.2% |
| All | +6.3% | +83.7% | -77.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling