+190.0%
MAGS vs FROG
+419.8%
-229.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.8% | +1.4% |
| 7D | +1.3% | +27.1% | -25.8% | -2.3% |
| 30D | -6.3% | +5.8% | -12.2% | -7.7% |
| 3M | -0.1% | +20.8% | -20.9% | -3.6% |
| 6M | -0.8% | +53.3% | -54.1% | -7.9% |
| YTD | +4.7% | +73.2% | -68.5% | -5.8% |
| 1Y | +6.8% | +80.3% | -73.5% | -4.8% |
| 3Y | +128.9% | +318.3% | -189.4% | +68.8% |
| All | +190.0% | +419.8% | -229.8% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling