+36.9%
MAS vs FROG
+22.9%
+14.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.1% |
| 7D | -0.8% | -11.3% | +10.5% | +0.3% |
| 30D | -5.6% | +3.6% | -9.2% | -6.1% |
| 3M | +4.4% | +1.7% | +2.8% | +3.8% |
| 6M | +7.2% | +123.5% | -116.3% | -2.1% |
| YTD | +16.1% | +40.2% | -24.1% | +10.4% |
| 1Y | +0.1% | +81.0% | -80.9% | -8.2% |
| 3Y | +28.3% | +194.8% | -166.4% | +7.0% |
| 5Y | +30.5% | +131.8% | -101.3% | +5.3% |
| All | +36.9% | +22.9% | +14.0% | +12.0% |
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