+188.2%
MAGS vs FROG
+445.9%
-257.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | +1.7% | +12.5% | -10.8% | +0.1% |
| 30D | -5.8% | +23.5% | -29.3% | -9.0% |
| 3M | +0.2% | +19.4% | -19.1% | -3.1% |
| 6M | -2.7% | +77.0% | -79.7% | -11.3% |
| YTD | +4.1% | +81.9% | -77.8% | -7.0% |
| 1Y | +7.5% | +90.7% | -83.2% | -4.9% |
| 3Y | +122.0% | +328.5% | -206.5% | +63.3% |
| All | +188.2% | +445.9% | -257.6% | +107.0% |
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