-0.8%
MAGS vs FROG
+58.7%
-59.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | 0.0% |
| 7D | -2.0% | +26.8% | -28.8% | -4.0% |
| 30D | -6.9% | +10.6% | -17.5% | -7.9% |
| 3M | +0.7% | +27.2% | -26.5% | -1.7% |
| 6M | -0.8% | +58.7% | -59.5% | -3.7% |
| All | -0.8% | +58.7% | -59.5% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling